+671.2%
XLB vs TRI
+584.3%
+86.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +0.5% | -2.9% | +3.4% | +1.8% |
| 30D | +5.2% | +3.7% | +1.5% | +2.7% |
| 3M | +0.3% | +3.7% | -3.4% | -3.2% |
| 6M | +1.2% | +35.1% | -34.0% | -16.4% |
| YTD | +16.6% | -14.0% | +30.7% | +16.3% |
| 1Y | +21.4% | -19.0% | +40.4% | +24.9% |
| 3Y | +43.2% | -12.0% | +55.2% | +36.2% |
| 5Y | +28.0% | +0.6% | +27.4% | +11.7% |
| 10Y | +164.8% | +225.4% | -60.7% | +17.5% |
| All | +671.2% | +584.3% | +86.9% | +101.5% |
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