+753.3%
TT vs XRT
+149.4%
+603.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.2% |
| 7D | -2.0% | +0.9% | -2.9% | -2.6% |
| 30D | -14.0% | +7.9% | -22.0% | -17.6% |
| 3M | -15.9% | -0.2% | -15.7% | -16.3% |
| 6M | -17.3% | +5.6% | -22.9% | -20.3% |
| YTD | +4.0% | +5.7% | -1.7% | 0.0% |
| 1Y | -7.1% | +14.6% | -21.7% | -14.3% |
| 3Y | +90.2% | +50.7% | +39.6% | +49.9% |
| 5Y | +131.1% | -4.8% | +136.0% | +123.6% |
| All | +753.3% | +149.4% | +603.9% | +323.9% |
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 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