+105.9%
T vs XLB
+35.9%
+70.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -1.3% | -1.4% | +0.1% | -1.0% |
| 30D | +11.4% | -0.4% | +11.7% | +11.4% |
| 3M | +14.3% | +2.0% | +12.3% | +13.8% |
| 6M | -9.3% | +1.8% | -11.1% | -9.6% |
| YTD | +7.1% | +16.6% | -9.5% | +3.3% |
| 1Y | -9.1% | +16.9% | -26.0% | -12.4% |
| All | +105.9% | +35.9% | +70.0% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling