+176.9%
XLE vs TRI
+191.2%
-14.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | +0.5% | -14.4% | +14.8% | +4.5% |
| 30D | +6.6% | -8.1% | +14.7% | +8.5% |
| 3M | +12.3% | +17.5% | -5.3% | +5.6% |
| 6M | +18.4% | -5.0% | +23.3% | +17.6% |
| YTD | +47.2% | -24.7% | +71.9% | +57.3% |
| 1Y | +50.3% | -41.5% | +91.8% | +76.4% |
| 3Y | +55.3% | -20.3% | +75.6% | +54.1% |
| 5Y | +226.0% | -10.9% | +236.9% | +200.0% |
| All | +176.9% | +191.2% | -14.3% | +48.4% |
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