+2,804.5%
XLK vs TRI
+499.2%
+2,305.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | -0.4% | -14.4% | +14.0% | +6.2% |
| 30D | -0.5% | -8.1% | +7.6% | +2.5% |
| 3M | +5.0% | +17.5% | -12.6% | -5.8% |
| 6M | +32.9% | -5.0% | +37.8% | +29.1% |
| YTD | +29.0% | -24.7% | +53.7% | +37.8% |
| 1Y | +37.8% | -41.5% | +79.3% | +66.5% |
| 3Y | +118.7% | -20.3% | +139.0% | +120.2% |
| 5Y | +145.6% | -10.9% | +156.5% | +132.8% |
| 10Y | +791.5% | +190.6% | +600.9% | +367.8% |
| All | +2,804.5% | +499.2% | +2,305.3% | +718.6% |
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