-2.6%
XRT vs TDY
+34.3%
-36.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -3.6% | -1.9% | -1.7% | -2.6% |
| 30D | -6.7% | -12.5% | +5.8% | 0.0% |
| 3M | -1.4% | -0.8% | -0.6% | -1.5% |
| 6M | +1.7% | -9.0% | +10.7% | +6.0% |
| YTD | -1.5% | +16.8% | -18.3% | -11.5% |
| 1Y | -2.5% | +9.5% | -11.9% | -9.3% |
| 3Y | +39.9% | +45.4% | -5.5% | +7.3% |
| 5Y | -2.6% | +37.8% | -40.4% | -25.4% |
| All | -2.6% | +34.3% | -36.9% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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