+1,018.0%
XLI vs TRI
+507.2%
+510.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -0.8% |
| 7D | -0.6% | -8.4% | +7.8% | +2.8% |
| 30D | -6.9% | -6.5% | -0.5% | -5.0% |
| 3M | -1.9% | +18.6% | -20.5% | -11.2% |
| 6M | +1.0% | -10.4% | +11.5% | +1.4% |
| YTD | +11.3% | -23.7% | +35.0% | +17.9% |
| 1Y | +15.8% | -42.5% | +58.3% | +39.8% |
| 3Y | +69.8% | -19.3% | +89.1% | +69.5% |
| 5Y | +80.9% | -9.7% | +90.5% | +68.6% |
| 10Y | +257.2% | +194.4% | +62.8% | +81.8% |
| All | +1,018.0% | +507.2% | +510.8% | +238.6% |
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 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