+133.2%
XRT vs TNA
+33.3%
+99.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +1.7% | +3.7% | -2.0% | +0.4% |
| 30D | +7.5% | +4.4% | +3.1% | +5.4% |
| 3M | +2.2% | -26.7% | +28.8% | +11.8% |
| 6M | +14.7% | -12.8% | +27.5% | +17.4% |
| YTD | +7.5% | +22.7% | -15.2% | -3.1% |
| 1Y | +14.1% | +35.7% | -21.5% | -0.9% |
| 3Y | +58.8% | +134.6% | -75.8% | +3.2% |
| 5Y | -3.9% | -46.0% | +42.1% | -9.2% |
| All | +133.2% | +33.3% | +99.9% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling