+18.4%
XRT vs TRI
-22.4%
+40.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.4% | -0.9% | +4.8% |
| 7D | +8.0% | +1.0% | +7.1% | +7.9% |
| 30D | +13.0% | +20.8% | -7.7% | +11.0% |
| 3M | +1.7% | +8.1% | -6.4% | +0.6% |
| 6M | +12.6% | +24.2% | -11.6% | +10.2% |
| YTD | +10.7% | -7.8% | +18.4% | +17.4% |
| 1Y | +18.4% | -16.7% | +35.1% | +33.6% |
| All | +18.4% | -22.4% | +40.8% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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