+940.4%
XLY vs TRI
+509.5%
+430.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.1% |
| 7D | -1.7% | -7.9% | +6.2% | +1.8% |
| 30D | -4.2% | -4.5% | +0.3% | -2.7% |
| 3M | -2.7% | +22.1% | -24.8% | -13.1% |
| 6M | -0.6% | -2.8% | +2.1% | -3.4% |
| YTD | -5.0% | -23.4% | +18.4% | +1.4% |
| 1Y | -4.1% | -41.5% | +37.4% | +16.6% |
| 3Y | +33.6% | -19.2% | +52.8% | +34.6% |
| 5Y | +28.7% | -9.4% | +38.1% | +21.8% |
| 10Y | +219.6% | +195.6% | +24.1% | +64.9% |
| All | +940.4% | +509.5% | +430.9% | +214.5% |
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