+169.7%
TFC vs XRT
+514.3%
-344.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.7% |
| 7D | +2.4% | +0.8% | +1.6% | +1.8% |
| 30D | -1.3% | -4.2% | +2.9% | +2.1% |
| 3M | +6.1% | +5.1% | +1.0% | +1.3% |
| 6M | +7.3% | +2.4% | +4.9% | +4.6% |
| YTD | +8.2% | +3.2% | +5.0% | +4.7% |
| 1Y | +14.4% | +1.5% | +12.9% | +11.8% |
| 3Y | +93.7% | +40.6% | +53.2% | +42.5% |
| 5Y | +16.4% | -1.0% | +17.4% | +10.1% |
| 10Y | +101.6% | +128.4% | -26.9% | -19.5% |
| All | +169.7% | +514.3% | -344.6% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling