+35.5%
XLV vs TRI
-10.0%
+45.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -3.6% | -7.9% | +4.3% | -2.2% |
| 30D | -1.8% | -4.5% | +2.7% | -1.2% |
| 3M | +7.8% | +22.1% | -14.3% | +3.2% |
| 6M | +9.1% | -2.8% | +11.9% | +8.7% |
| YTD | +7.7% | -23.4% | +31.1% | +14.6% |
| 1Y | +20.4% | -41.5% | +61.9% | +39.1% |
| 3Y | +30.8% | -19.2% | +50.0% | +30.6% |
| All | +35.5% | -10.0% | +45.5% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling