+119.9%
XRT vs TRI
+191.2%
-71.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -3.6% | -14.4% | +10.8% | +1.0% |
| 30D | -6.7% | -8.1% | +1.4% | -4.5% |
| 3M | -1.4% | +17.5% | -18.9% | -7.7% |
| 6M | +1.7% | -5.0% | +6.7% | +1.3% |
| YTD | -1.5% | -24.7% | +23.2% | +6.6% |
| 1Y | -2.5% | -41.5% | +39.0% | +17.4% |
| 3Y | +39.9% | -20.3% | +60.2% | +40.2% |
| 5Y | -2.6% | -10.9% | +8.3% | -9.5% |
| All | +119.9% | +191.2% | -71.3% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling