+29.5%
XLB vs TRI
-22.4%
+52.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.4% | -3.9% | +2.4% |
| 7D | +3.9% | +1.0% | +3.0% | +3.9% |
| 30D | +8.9% | +20.8% | -11.9% | +9.0% |
| 3M | +4.1% | +8.1% | -4.0% | +4.2% |
| 6M | +7.3% | +24.2% | -16.9% | +7.8% |
| YTD | +20.4% | -7.8% | +28.2% | +27.8% |
| 1Y | +29.5% | -16.7% | +46.2% | +41.9% |
| All | +29.5% | -22.4% | +52.0% | +41.9% |
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 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