+558.3%
XLP vs TRI
+561.6%
-3.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | +0.5% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -0.9% | +7.9% | -8.7% | -2.9% |
| 3M | +3.8% | +24.1% | -20.3% | -2.3% |
| 6M | -1.7% | +3.8% | -5.6% | -4.3% |
| YTD | +10.3% | -16.9% | +27.1% | +12.7% |
| 1Y | +7.8% | -38.4% | +46.2% | +19.4% |
| 3Y | +27.2% | -12.2% | +39.4% | +26.1% |
| 5Y | +32.5% | -1.8% | +34.3% | +26.3% |
| 10Y | +101.8% | +207.6% | -105.8% | +40.4% |
| All | +558.3% | +561.6% | -3.4% | +236.1% |
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