+235.4%
T vs XLB
+835.7%
-600.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.1% |
| 7D | +1.7% | -1.4% | +3.0% | +2.3% |
| 30D | -1.7% | +7.1% | -8.8% | -4.8% |
| 3M | -7.3% | +0.6% | -7.9% | -7.7% |
| 6M | -11.2% | +3.5% | -14.7% | -12.9% |
| YTD | -8.1% | +18.2% | -26.3% | -15.7% |
| 1Y | -8.0% | +25.6% | -33.6% | -18.1% |
| 3Y | +62.1% | +46.7% | +15.5% | +32.1% |
| 5Y | +55.7% | +30.9% | +24.8% | +32.3% |
| 10Y | +54.1% | +167.7% | -113.6% | -8.8% |
| All | +235.4% | +835.7% | -600.3% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling