+415.0%
TPR vs XRT
+60.4%
+354.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +12.1% | +4.1% | +8.0% | +7.4% |
| 30D | +16.7% | +9.9% | +6.7% | +6.1% |
| 3M | -17.4% | +2.3% | -19.6% | -19.5% |
| 6M | +2.3% | +9.6% | -7.3% | -7.2% |
| YTD | +7.1% | +9.1% | -2.0% | -2.4% |
| 1Y | +29.5% | +16.2% | +13.3% | +10.7% |
| 3Y | +415.0% | +60.1% | +355.0% | +226.6% |
| All | +415.0% | +60.4% | +354.7% | +226.6% |
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 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