+44.0%
XLP vs TRI
+0.5%
+43.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.5% | -2.9% | +5.4% | +3.0% |
| 30D | +7.3% | +3.7% | +3.6% | +6.7% |
| 3M | +8.1% | +3.7% | +4.4% | +7.2% |
| 6M | +10.5% | +35.1% | -24.6% | +5.0% |
| YTD | +21.2% | -14.0% | +35.2% | +25.1% |
| 1Y | +22.7% | -19.0% | +41.7% | +28.7% |
| 3Y | +44.8% | -12.0% | +56.8% | +43.2% |
| All | +44.0% | +0.5% | +43.6% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling