+670.8%
XLB vs TRI
+561.6%
+109.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +2.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -0.4% | +7.9% | -8.2% | -4.3% |
| 3M | +2.0% | +24.1% | -22.1% | -10.0% |
| 6M | +1.8% | +3.8% | -2.0% | -4.5% |
| YTD | +16.6% | -16.9% | +33.4% | +19.7% |
| 1Y | +16.9% | -38.4% | +55.3% | +40.0% |
| 3Y | +32.6% | -12.2% | +44.8% | +27.4% |
| 5Y | +35.6% | -1.8% | +37.4% | +21.0% |
| 10Y | +160.0% | +207.6% | -47.6% | +20.2% |
| All | +670.8% | +561.6% | +109.1% | +107.3% |
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