+564.8%
TPR vs XRT
+514.3%
+50.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -1.0% |
| 7D | -2.3% | +0.8% | -3.1% | -3.1% |
| 30D | -23.0% | -4.2% | -18.8% | -19.7% |
| 3M | -12.5% | +5.1% | -17.6% | -17.1% |
| 6M | -21.4% | +2.4% | -23.8% | -23.5% |
| YTD | -3.5% | +3.2% | -6.7% | -6.9% |
| 1Y | +17.4% | +1.5% | +15.8% | +15.2% |
| 3Y | +291.3% | +40.6% | +250.7% | +173.8% |
| 5Y | +241.9% | -1.0% | +242.9% | +237.6% |
| 10Y | +322.7% | +128.4% | +194.2% | +61.6% |
| All | +564.8% | +514.3% | +50.5% | -14.9% |
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