+14.1%
XRT vs TRI
-17.3%
+31.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.7% | -2.9% | +4.6% | +2.0% |
| 30D | +7.5% | +3.7% | +3.8% | +7.2% |
| 3M | +2.2% | +3.7% | -1.5% | +1.7% |
| 6M | +14.7% | +35.1% | -20.5% | +12.1% |
| YTD | +7.5% | -14.0% | +21.5% | +15.2% |
| 1Y | +14.1% | -19.0% | +33.1% | +27.7% |
| All | +14.1% | -17.3% | +31.4% | +27.7% |
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