+753.6%
XRT vs TMF
-68.9%
+822.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +0.8% | -1.4% | +2.2% | +0.6% |
| 30D | -4.2% | -2.8% | -1.4% | -4.5% |
| 3M | +5.1% | -10.9% | +16.0% | +3.6% |
| 6M | +2.4% | -21.3% | +23.7% | -0.5% |
| YTD | +3.2% | -15.9% | +19.1% | +1.1% |
| 1Y | +1.5% | -15.7% | +17.3% | -0.4% |
| 3Y | +40.6% | -43.4% | +83.9% | +32.8% |
| 5Y | -1.0% | -87.8% | +86.8% | -26.7% |
| 10Y | +128.4% | -86.7% | +215.2% | +88.6% |
| All | +753.6% | -68.9% | +822.4% | +897.9% |
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