+869.7%
XLE vs TRI
+584.0%
+285.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +4.4% | -7.5% | +11.9% | +7.9% |
| 30D | -4.3% | +3.9% | -8.2% | -7.0% |
| 3M | +6.0% | +7.2% | -1.1% | +0.4% |
| 6M | +13.2% | +27.0% | -13.7% | -3.9% |
| YTD | +46.7% | -14.0% | +60.8% | +46.2% |
| 1Y | +46.6% | -17.7% | +64.3% | +49.2% |
| 3Y | +69.6% | -10.7% | +80.2% | +58.3% |
| 5Y | +166.5% | +0.6% | +165.9% | +127.1% |
| 10Y | +178.0% | +225.3% | -47.3% | +16.7% |
| All | +869.7% | +584.0% | +285.7% | +143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling