+33.4%
XLB vs TRI
-11.1%
+44.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -3.5% | -14.4% | +10.8% | -1.0% |
| 30D | -4.7% | -8.1% | +3.5% | -3.5% |
| 3M | +2.7% | +17.5% | -14.8% | -1.3% |
| 6M | +2.6% | -5.0% | +7.6% | +2.9% |
| YTD | +12.8% | -24.7% | +37.5% | +21.9% |
| 1Y | +14.0% | -41.5% | +55.5% | +35.4% |
| 3Y | +31.5% | -20.3% | +51.8% | +29.6% |
| 5Y | +33.4% | -10.9% | +44.4% | +16.0% |
| All | +33.4% | -11.1% | +44.6% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling