-7.0%
XLU vs TRI
-4.1%
-2.8%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.2% |
| 7D | -1.6% | -7.9% | +6.3% | -2.0% |
| 30D | -3.3% | -4.5% | +1.2% | -3.5% |
| 3M | -3.2% | +22.1% | -25.3% | -1.1% |
| 6M | -7.0% | -2.8% | -4.2% | -7.0% |
| All | -7.0% | -4.1% | -2.8% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling