+0.3%
XRT vs TMF
-87.5%
+87.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +0.8% | -1.4% | +2.2% | +0.9% |
| 30D | -4.2% | -2.8% | -1.4% | -4.0% |
| 3M | +5.1% | -10.9% | +16.0% | +5.8% |
| 6M | +2.4% | -21.3% | +23.7% | +3.8% |
| YTD | +3.2% | -15.9% | +19.1% | +4.2% |
| 1Y | +1.5% | -15.7% | +17.3% | +2.4% |
| 3Y | +40.6% | -43.4% | +83.9% | +42.7% |
| All | +0.3% | -87.5% | +87.8% | -8.5% |
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