+60.1%
XRT vs TMF
-30.8%
+90.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.2% |
| 7D | +4.1% | -1.1% | +5.2% | +4.2% |
| 30D | +9.9% | +11.8% | -1.9% | +8.4% |
| 3M | +2.3% | -4.0% | +6.3% | +2.7% |
| 6M | +9.6% | -16.5% | +26.1% | +11.7% |
| YTD | +9.1% | -19.9% | +29.0% | +11.6% |
| 1Y | +16.2% | -25.6% | +41.8% | +19.7% |
| 3Y | +60.1% | -29.9% | +89.9% | +65.3% |
| All | +60.1% | -30.8% | +90.8% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 3y: compounded portfolio wealth divided by compounded TMF 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…
3y analysis · Full analysis span regression · 6 months rolling