+605.7%
XLP vs TRI
+604.8%
+0.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -0.2% |
| 7D | +0.7% | -4.8% | +5.5% | +1.8% |
| 30D | +10.3% | +13.4% | -3.1% | +6.8% |
| 3M | +6.5% | +13.1% | -6.6% | +2.7% |
| 6M | +8.4% | +24.4% | -16.0% | +0.9% |
| YTD | +18.2% | -11.4% | +29.6% | +18.5% |
| 1Y | +22.4% | -15.6% | +38.0% | +24.3% |
| 3Y | +41.9% | -6.5% | +48.4% | +38.0% |
| 5Y | +40.9% | +5.3% | +35.6% | +31.5% |
| 10Y | +128.4% | +239.9% | -111.6% | +54.4% |
| All | +605.7% | +604.8% | +0.9% | +253.3% |
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