-4.5%
XRT vs TNA
-46.7%
+42.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 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% | +12.1% |
| 6M | +14.7% | -12.8% | +27.5% | +17.4% |
| YTD | +7.5% | +22.7% | -15.2% | -3.7% |
| 1Y | +14.1% | +35.7% | -21.5% | -1.7% |
| 3Y | +58.8% | +134.6% | -75.8% | -1.4% |
| All | -4.5% | -46.7% | +42.2% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling