+676.8%
XLU vs TRI
+509.5%
+167.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | -1.6% | -7.9% | +6.3% | +0.7% |
| 30D | -3.3% | -4.5% | +1.2% | -2.4% |
| 3M | -3.2% | +22.1% | -25.3% | -10.3% |
| 6M | -7.0% | -2.8% | -4.2% | -8.7% |
| YTD | +0.6% | -23.4% | +24.0% | +5.3% |
| 1Y | +2.4% | -41.5% | +44.0% | +17.2% |
| 3Y | +46.3% | -19.2% | +65.5% | +47.0% |
| 5Y | +44.0% | -9.4% | +53.4% | +37.7% |
| 10Y | +140.1% | +195.6% | -55.5% | +52.0% |
| All | +676.8% | +509.5% | +167.3% | +209.2% |
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