+133.5%
TT vs XRT
-4.1%
+137.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.7% |
| 7D | +8.1% | -0.4% | +8.5% | +8.3% |
| 30D | -11.3% | +7.5% | -18.8% | -14.6% |
| 3M | -11.2% | +2.3% | -13.5% | -12.6% |
| 6M | -8.9% | +12.8% | -21.7% | -14.8% |
| YTD | +9.7% | +7.1% | +2.7% | +5.0% |
| 1Y | +1.3% | +12.3% | -11.0% | -5.4% |
| 3Y | +93.4% | +57.0% | +36.3% | +48.9% |
| 5Y | +133.5% | -4.3% | +137.9% | +112.2% |
| All | +133.5% | -4.1% | +137.7% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling