+859.9%
XLE vs TRI
+561.6%
+298.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.6% | +1.6% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | +11.8% | +7.9% | +3.9% | +7.4% |
| 3M | +9.8% | +24.1% | -14.2% | -3.2% |
| 6M | +15.6% | +3.8% | +11.8% | +8.9% |
| YTD | +45.3% | -16.9% | +62.1% | +49.5% |
| 1Y | +48.3% | -38.4% | +86.7% | +77.4% |
| 3Y | +55.4% | -12.2% | +67.6% | +48.4% |
| 5Y | +216.1% | -1.8% | +217.9% | +176.2% |
| 10Y | +178.4% | +207.6% | -29.2% | +22.2% |
| All | +859.9% | +561.6% | +298.3% | +148.7% |
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 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