+353.4%
XLF vs TRI
+509.5%
-156.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.3% |
| 7D | -1.5% | -7.9% | +6.4% | +3.1% |
| 30D | -1.2% | -4.5% | +3.3% | +0.7% |
| 3M | +9.2% | +22.1% | -12.9% | -6.2% |
| 6M | +16.3% | -2.8% | +19.1% | +11.8% |
| YTD | +5.4% | -23.4% | +28.8% | +14.3% |
| 1Y | +7.6% | -41.5% | +49.1% | +37.9% |
| 3Y | +74.2% | -19.2% | +93.4% | +73.1% |
| 5Y | +66.1% | -9.4% | +75.5% | +49.4% |
| 10Y | +252.8% | +195.6% | +57.2% | +31.7% |
| All | +353.4% | +509.5% | -156.1% | -11.7% |
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