+1,302.2%
XRT vs TNA
+1,004.3%
+297.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -4.2% | -4.9% | +0.7% | -2.9% |
| 3M | +5.1% | +0.4% | +4.7% | +4.1% |
| 6M | +2.4% | +32.5% | -30.1% | -7.9% |
| YTD | +3.2% | +53.7% | -50.5% | -11.8% |
| 1Y | +1.5% | +65.1% | -63.6% | -16.1% |
| 3Y | +40.6% | +98.4% | -57.9% | -0.2% |
| 5Y | -1.0% | -22.5% | +21.5% | -14.6% |
| 10Y | +128.4% | +82.5% | +45.9% | +18.9% |
| All | +1,302.2% | +1,004.3% | +297.8% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling