-4.5%
XRT vs TMF
-88.6%
+84.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +1.7% | -9.3% | +11.0% | +2.5% |
| 30D | +7.5% | +1.9% | +5.6% | +7.4% |
| 3M | +2.2% | -11.2% | +13.4% | +3.0% |
| 6M | +14.7% | -17.7% | +32.4% | +16.2% |
| YTD | +7.5% | -24.5% | +32.0% | +9.4% |
| 1Y | +14.1% | -29.4% | +43.6% | +16.6% |
| 3Y | +58.8% | -33.4% | +92.2% | +61.5% |
| All | -4.5% | -88.6% | +84.1% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling