+865.5%
XEL vs TRI
+499.2%
+366.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -1.2% | -14.4% | +13.1% | +2.9% |
| 30D | -2.9% | -8.1% | +5.2% | -1.0% |
| 3M | -2.7% | +17.5% | -20.3% | -8.4% |
| 6M | -6.5% | -5.0% | -1.6% | -7.5% |
| YTD | +3.6% | -24.7% | +28.3% | +8.8% |
| 1Y | +7.5% | -41.5% | +49.0% | +22.1% |
| 3Y | +46.3% | -20.3% | +66.7% | +47.5% |
| 5Y | +30.5% | -10.9% | +41.5% | +25.5% |
| 10Y | +151.4% | +190.6% | -39.2% | +63.8% |
| All | +865.5% | +499.2% | +366.3% | +248.2% |
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