+53.4%
XRT vs TLN
+583.6%
-530.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.6% |
| 7D | +0.8% | +7.1% | -6.3% | +0.1% |
| 30D | -4.2% | -3.9% | -0.3% | -3.9% |
| 3M | +5.1% | -16.2% | +21.2% | +6.5% |
| 6M | +2.4% | -5.8% | +8.2% | +1.9% |
| YTD | +3.2% | -15.4% | +18.6% | +3.6% |
| 1Y | +1.5% | -16.7% | +18.2% | +1.8% |
| 3Y | +40.6% | +473.8% | -433.2% | +5.6% |
| All | +53.4% | +583.6% | -530.1% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling