+416.5%
TPR vs XRT
+49.6%
+366.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | +0.6% |
| 7D | +14.2% | +0.9% | +13.3% | +12.8% |
| 30D | +17.1% | +7.9% | +9.1% | +8.4% |
| 3M | -17.7% | -0.2% | -17.5% | -18.0% |
| 6M | -10.2% | +5.6% | -15.7% | -15.4% |
| YTD | +4.9% | +5.7% | -0.8% | -1.4% |
| 1Y | +36.1% | +14.6% | +21.5% | +18.1% |
| 3Y | +416.5% | +50.7% | +365.8% | +256.1% |
| All | +416.5% | +49.6% | +366.9% | +256.1% |
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