+157.9%
TFC vs XRT
+529.0%
-371.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | +0.5% |
| 7D | +1.2% | +0.9% | +0.3% | +0.4% |
| 30D | +8.3% | +7.9% | +0.4% | +1.4% |
| 3M | -5.2% | -0.2% | -5.0% | -5.5% |
| 6M | -0.8% | +5.6% | -6.4% | -6.0% |
| YTD | +3.4% | +5.7% | -2.2% | -2.2% |
| 1Y | +17.0% | +14.6% | +2.4% | +3.2% |
| 3Y | +86.2% | +50.7% | +35.5% | +28.5% |
| 5Y | -2.3% | -4.8% | +2.5% | -4.2% |
| 10Y | +93.9% | +152.6% | -58.7% | -29.6% |
| All | +157.9% | +529.0% | -371.1% | -65.6% |
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