+143.7%
XLC vs TRI
+180.2%
-36.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | +0.5% | -7.9% | +8.4% | +3.4% |
| 30D | +2.1% | -4.5% | +6.6% | +3.4% |
| 3M | +0.7% | +22.1% | -21.4% | -8.3% |
| 6M | -3.2% | -2.8% | -0.4% | -4.5% |
| YTD | -3.8% | -23.4% | +19.6% | +5.1% |
| 1Y | -2.0% | -41.5% | +39.5% | +22.8% |
| 3Y | +71.4% | -19.2% | +90.6% | +70.8% |
| 5Y | +40.7% | -9.4% | +50.1% | +28.1% |
| All | +143.7% | +180.2% | -36.5% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling