+29.1%
XLV vs TRI
-16.8%
+45.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | +0.5% | +1.5% | -1.0% | +0.3% |
| 30D | +10.7% | +20.4% | -9.7% | +9.3% |
| 3M | +13.1% | +20.6% | -7.5% | +11.6% |
| 6M | +28.3% | +25.5% | +2.8% | +25.8% |
| YTD | +20.9% | -7.1% | +28.0% | +26.1% |
| 1Y | +29.1% | -14.7% | +43.7% | +37.8% |
| All | +29.1% | -16.8% | +45.8% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling