+39.3%
XLC vs TRI
-11.1%
+50.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | -1.7% | -14.4% | +12.7% | +2.3% |
| 30D | +0.2% | -8.1% | +8.3% | +2.2% |
| 3M | +0.7% | +17.5% | -16.8% | -4.7% |
| 6M | -4.5% | -5.0% | +0.5% | -4.3% |
| YTD | -4.7% | -24.7% | +20.0% | +4.3% |
| 1Y | -1.5% | -41.5% | +40.0% | +20.6% |
| 3Y | +72.2% | -20.3% | +92.6% | +67.4% |
| 5Y | +39.3% | -10.9% | +50.2% | +16.9% |
| All | +39.3% | -11.1% | +50.5% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling