+141.4%
XLC vs TRI
+184.4%
-43.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +1.9% |
| 7D | +0.6% | -7.1% | +7.7% | +3.1% |
| 30D | +0.2% | -2.3% | +2.6% | +0.6% |
| 3M | +0.6% | +19.6% | -18.9% | -7.6% |
| 6M | -4.5% | -8.7% | +4.2% | -3.2% |
| YTD | -4.7% | -22.3% | +17.5% | +3.6% |
| 1Y | -1.7% | -40.7% | +39.0% | +22.6% |
| 3Y | +72.3% | -17.8% | +90.0% | +70.5% |
| 5Y | +37.8% | -8.5% | +46.3% | +25.1% |
| All | +141.4% | +184.4% | -43.1% | +11.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling