+855.2%
XLE vs TRI
+581.4%
+273.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -0.2% | -7.2% | +6.9% | +2.9% |
| 30D | -4.0% | +4.4% | -8.4% | -6.9% |
| 3M | +4.6% | +4.5% | +0.1% | +0.2% |
| 6M | +12.3% | +23.7% | -11.4% | -3.5% |
| YTD | +44.5% | -14.4% | +58.9% | +44.2% |
| 1Y | +42.4% | -17.4% | +59.8% | +44.6% |
| 3Y | +67.0% | -11.0% | +78.0% | +56.2% |
| 5Y | +161.9% | +0.7% | +161.2% | +123.0% |
| 10Y | +173.9% | +224.0% | -50.2% | +15.1% |
| All | +855.2% | +581.4% | +273.8% | +139.9% |
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