+50.1%
XRT vs TLN
+602.5%
-552.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -4.9% | -2.4% |
| 7D | -0.3% | +10.9% | -11.2% | -1.3% |
| 30D | -5.6% | -6.3% | +0.7% | -5.1% |
| 3M | +2.5% | -10.7% | +13.2% | +3.2% |
| 6M | +3.7% | +1.6% | +2.0% | +2.3% |
| YTD | +1.0% | -13.1% | +14.1% | +1.1% |
| 1Y | -1.2% | -15.1% | +13.8% | -1.1% |
| 3Y | +43.4% | +495.0% | -451.6% | +7.2% |
| All | +50.1% | +602.5% | -552.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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