+74.2%
XLF vs TRI
-18.9%
+93.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -1.5% | -7.9% | +6.4% | -0.3% |
| 30D | -1.2% | -4.5% | +3.3% | -0.6% |
| 3M | +9.2% | +22.1% | -12.9% | +5.0% |
| 6M | +16.3% | -2.8% | +19.1% | +15.9% |
| YTD | +5.4% | -23.4% | +28.8% | +10.9% |
| 1Y | +7.6% | -41.5% | +49.1% | +21.1% |
| 3Y | +74.2% | -19.2% | +93.4% | +70.6% |
| All | +74.2% | -18.9% | +93.1% | +70.6% |
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