+102.9%
XLP vs TRI
+190.0%
-87.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +0.8% |
| 7D | -1.4% | -7.1% | +5.6% | +0.1% |
| 30D | -1.3% | -2.3% | +1.0% | -1.0% |
| 3M | +1.8% | +19.6% | -17.7% | -3.2% |
| 6M | -0.8% | -8.7% | +7.9% | +0.1% |
| YTD | +9.5% | -22.3% | +31.8% | +15.5% |
| 1Y | +7.2% | -40.7% | +47.8% | +23.2% |
| 3Y | +27.1% | -17.8% | +44.9% | +27.3% |
| 5Y | +32.0% | -8.5% | +40.5% | +25.2% |
| 10Y | +102.9% | +192.6% | -89.7% | +32.0% |
| All | +102.9% | +190.0% | -87.1% | +32.0% |
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