+789.4%
XRT vs TMF
-69.1%
+858.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.8% |
| 7D | +2.3% | +2.7% | -0.4% | +2.6% |
| 30D | +9.8% | +19.3% | -9.5% | +12.1% |
| 3M | -0.2% | -3.7% | +3.5% | -0.6% |
| 6M | +8.4% | -11.3% | +19.7% | +6.8% |
| YTD | +7.5% | -16.6% | +24.1% | +5.2% |
| 1Y | +13.2% | -21.1% | +34.3% | +10.0% |
| 3Y | +52.0% | -26.8% | +78.8% | +49.0% |
| 5Y | -3.2% | -88.0% | +84.9% | -28.8% |
| 10Y | +157.1% | -84.7% | +241.8% | +118.3% |
| All | +789.4% | -69.1% | +858.5% | +938.4% |
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 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