+139.5%
XLP vs TRI
+225.2%
-85.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.5% | -2.9% | +5.4% | +3.2% |
| 30D | +7.3% | +3.7% | +3.6% | +6.2% |
| 3M | +8.1% | +3.7% | +4.4% | +6.6% |
| 6M | +10.5% | +35.1% | -24.6% | +1.2% |
| YTD | +21.2% | -14.0% | +35.2% | +24.4% |
| 1Y | +22.7% | -19.0% | +41.7% | +28.4% |
| 3Y | +44.8% | -12.0% | +56.8% | +43.1% |
| 5Y | +44.7% | +0.6% | +44.1% | +34.0% |
| All | +139.5% | +225.2% | -85.7% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling