+68.4%
T vs XLB
+158.8%
-90.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | -3.1% | -2.9% | -0.1% | -1.7% |
| 30D | +4.6% | -3.4% | +7.9% | +6.3% |
| 3M | +12.2% | +1.6% | +10.6% | +11.1% |
| 6M | -6.5% | +3.6% | -10.1% | -8.6% |
| YTD | +4.9% | +14.2% | -9.4% | -2.7% |
| 1Y | -10.5% | +15.6% | -26.1% | -17.6% |
| 3Y | +104.6% | +33.1% | +71.5% | +71.7% |
| 5Y | +64.2% | +35.0% | +29.2% | +34.2% |
| 10Y | +68.4% | +164.5% | -96.1% | -9.5% |
| All | +68.4% | +158.8% | -90.3% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling