+379.1%
TPR vs XRT
+149.4%
+229.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | +0.7% |
| 7D | +14.2% | +0.9% | +13.3% | +12.8% |
| 30D | +17.1% | +7.9% | +9.1% | +8.2% |
| 3M | -17.7% | -0.2% | -17.5% | -18.0% |
| 6M | -10.2% | +5.6% | -15.7% | -15.5% |
| YTD | +4.9% | +5.7% | -0.8% | -1.4% |
| 1Y | +36.1% | +14.6% | +21.5% | +18.0% |
| 3Y | +416.5% | +50.7% | +365.8% | +241.7% |
| 5Y | +254.8% | -4.8% | +259.6% | +267.5% |
| All | +379.1% | +149.4% | +229.8% | +44.2% |
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 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