+774.0%
XRT vs TMF
-69.2%
+843.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +0.9% | +1.2% | -0.3% | +1.0% |
| 30D | +7.9% | +19.7% | -11.8% | +10.2% |
| 3M | -0.2% | -2.1% | +1.9% | -0.4% |
| 6M | +5.6% | -13.4% | +19.0% | +3.7% |
| YTD | +5.7% | -16.7% | +22.4% | +3.4% |
| 1Y | +14.6% | -23.3% | +37.9% | +11.0% |
| 3Y | +50.7% | -24.8% | +75.5% | +48.3% |
| 5Y | -4.8% | -88.0% | +83.2% | -30.1% |
| 10Y | +152.6% | -84.7% | +237.4% | +114.5% |
| All | +774.0% | -69.2% | +843.2% | +920.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling