+84.7%
TFC vs XRT
+163.3%
-78.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.7% | -0.7% |
| 7D | +0.3% | +2.5% | -2.2% | -1.5% |
| 30D | +9.2% | +10.3% | -1.2% | +1.5% |
| 3M | -2.9% | +2.4% | -5.3% | -4.9% |
| 6M | +3.5% | +10.0% | -6.5% | -4.0% |
| YTD | +5.4% | +9.5% | -4.1% | -2.0% |
| 1Y | +17.3% | +17.2% | +0.1% | +3.8% |
| 3Y | +96.7% | +62.0% | +34.7% | +36.6% |
| 5Y | -1.1% | -2.1% | +1.0% | -3.7% |
| 10Y | +84.7% | +152.6% | -67.8% | -28.8% |
| All | +84.7% | +163.3% | -78.6% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling