+42.0%
XLP vs TRI
+5.0%
+37.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -0.6% |
| 7D | +0.7% | -4.8% | +5.5% | +1.4% |
| 30D | +10.3% | +13.4% | -3.1% | +8.3% |
| 3M | +6.5% | +13.1% | -6.6% | +4.4% |
| 6M | +8.4% | +24.4% | -16.0% | +4.2% |
| YTD | +18.2% | -11.4% | +29.6% | +21.6% |
| 1Y | +22.4% | -15.6% | +38.0% | +27.4% |
| 3Y | +41.9% | -6.5% | +48.4% | +38.2% |
| All | +42.0% | +5.0% | +37.0% | +27.6% |
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 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