+14.6%
TFC vs XRT
-1.4%
+15.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -0.8% |
| 7D | +2.2% | -0.3% | +2.5% | +2.4% |
| 30D | -2.5% | -5.6% | +3.2% | +1.0% |
| 3M | +4.5% | +2.5% | +2.0% | +2.5% |
| 6M | +11.0% | +3.7% | +7.3% | +7.7% |
| YTD | +5.9% | +1.0% | +4.9% | +4.7% |
| 1Y | +14.6% | -1.2% | +15.8% | +13.3% |
| All | +14.6% | -1.4% | +15.9% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling