+55.7%
T vs XLB
+31.5%
+24.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.2% |
| 7D | +1.7% | -1.4% | +3.0% | +2.1% |
| 30D | -1.7% | +7.1% | -8.8% | -3.8% |
| 3M | -7.3% | +0.6% | -7.9% | -7.6% |
| 6M | -11.2% | +3.5% | -14.7% | -12.3% |
| YTD | -8.1% | +18.2% | -26.3% | -13.7% |
| 1Y | -8.0% | +25.6% | -33.6% | -15.5% |
| 3Y | +62.1% | +46.7% | +15.5% | +37.4% |
| 5Y | +55.7% | +30.9% | +24.8% | +35.8% |
| All | +55.7% | +31.5% | +24.2% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling