+58.3%
XLE vs TRI
-19.2%
+77.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.9% |
| 7D | +0.3% | -8.4% | +8.7% | +0.8% |
| 30D | +8.5% | -6.5% | +15.0% | +8.9% |
| 3M | +14.6% | +18.6% | -4.0% | +13.0% |
| 6M | +17.6% | -10.4% | +28.0% | +17.6% |
| YTD | +48.1% | -23.7% | +71.8% | +51.2% |
| 1Y | +53.8% | -42.5% | +96.3% | +63.3% |
| All | +58.3% | -19.2% | +77.5% | +56.0% |
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