+47.7%
XLE vs TRI
-17.3%
+65.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +5.4% | -2.9% | +8.3% | +5.4% |
| 30D | -3.9% | +3.7% | -7.6% | -4.0% |
| 3M | +7.0% | +3.7% | +3.3% | +6.9% |
| 6M | +14.2% | +35.1% | -20.9% | +13.0% |
| YTD | +48.2% | -14.0% | +62.2% | +48.8% |
| 1Y | +47.7% | -19.0% | +66.6% | +51.8% |
| All | +47.7% | -17.3% | +65.0% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling