+123.0%
XRT vs TNA
+86.1%
+36.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | -3.2% | -7.3% | +4.1% | -0.8% |
| 30D | -4.5% | -14.2% | +9.7% | +0.1% |
| 3M | -3.1% | -4.6% | +1.5% | -2.2% |
| 6M | +4.2% | +36.9% | -32.7% | -7.8% |
| YTD | -0.1% | +42.5% | -42.7% | -13.5% |
| 1Y | -3.0% | +45.8% | -48.8% | -17.7% |
| 3Y | +41.8% | +104.7% | -62.9% | -3.1% |
| 5Y | -1.3% | -21.7% | +20.4% | -16.7% |
| All | +123.0% | +86.1% | +36.9% | +10.8% |
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