+14.1%
XRT vs TNA
+27.1%
-13.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +1.7% | +3.7% | -2.0% | +0.7% |
| 30D | +7.5% | +4.4% | +3.1% | +6.0% |
| 3M | +2.2% | -26.7% | +28.8% | +9.4% |
| 6M | +14.7% | -12.8% | +27.5% | +16.6% |
| YTD | +7.5% | +22.7% | -15.2% | -1.4% |
| 1Y | +14.1% | +35.7% | -21.5% | +1.2% |
| All | +14.1% | +27.1% | -13.0% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling