+64.0%
XLE vs TRI
-12.1%
+76.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -6.7% | -1.6% | -5.1% | -6.7% |
| 30D | -4.4% | +5.0% | -9.4% | -4.7% |
| 3M | +4.0% | +4.6% | -0.6% | +3.6% |
| 6M | +13.2% | +18.3% | -5.1% | +11.4% |
| YTD | +41.9% | -14.7% | +56.6% | +43.6% |
| 1Y | +41.6% | -16.7% | +58.3% | +43.7% |
| 3Y | +64.0% | -11.3% | +75.3% | +72.7% |
| All | +64.0% | -12.1% | +76.0% | +72.7% |
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