+513.3%
XRT vs TRI
+371.3%
+142.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +3.4% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | -4.2% | +7.9% | -12.1% | -7.9% |
| 3M | +5.1% | +24.1% | -19.0% | -6.7% |
| 6M | +2.4% | +3.8% | -1.4% | -3.1% |
| YTD | +3.2% | -16.9% | +20.1% | +6.8% |
| 1Y | +1.5% | -38.4% | +39.9% | +22.0% |
| 3Y | +40.6% | -12.2% | +52.8% | +35.8% |
| 5Y | -1.0% | -1.8% | +0.8% | -10.7% |
| 10Y | +128.4% | +207.6% | -79.2% | +7.0% |
| All | +513.3% | +371.3% | +142.0% | +103.1% |
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