+86.2%
TFC vs XRT
+49.6%
+36.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | +0.3% |
| 7D | +1.2% | +0.9% | +0.3% | +0.5% |
| 30D | +8.3% | +7.9% | +0.4% | +2.4% |
| 3M | -5.2% | -0.2% | -5.0% | -5.3% |
| 6M | -0.8% | +5.6% | -6.4% | -5.3% |
| YTD | +3.4% | +5.7% | -2.2% | -1.4% |
| 1Y | +17.0% | +14.6% | +2.4% | +4.9% |
| 3Y | +86.2% | +50.7% | +35.5% | +31.5% |
| All | +86.2% | +49.6% | +36.6% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling