+536.2%
XRT vs TRI
+387.2%
+149.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -0.4% | -7.5% | +7.1% | +2.9% |
| 30D | +7.5% | +3.9% | +3.6% | +5.1% |
| 3M | +2.3% | +7.2% | -4.8% | -2.2% |
| 6M | +12.8% | +27.0% | -14.1% | -3.0% |
| YTD | +7.1% | -14.0% | +21.1% | +8.1% |
| 1Y | +12.3% | -17.7% | +29.9% | +15.8% |
| 3Y | +57.0% | -10.7% | +67.7% | +49.4% |
| 5Y | -4.3% | +0.6% | -4.9% | -15.3% |
| 10Y | +136.7% | +225.3% | -88.6% | +6.9% |
| All | +536.2% | +387.2% | +149.0% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling