+68.7%
XLC vs TRI
-19.2%
+87.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.3% |
| 7D | -1.4% | -8.4% | +7.0% | -0.1% |
| 30D | -0.9% | -6.5% | +5.6% | 0.0% |
| 3M | -0.3% | +18.6% | -18.9% | -3.4% |
| 6M | -5.2% | -10.4% | +5.3% | -3.8% |
| YTD | -5.3% | -23.7% | +18.4% | +0.5% |
| 1Y | -2.8% | -42.5% | +39.6% | +11.8% |
| All | +68.7% | -19.2% | +87.9% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling