+87.6%
T vs XLC
+143.7%
-56.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.4% |
| 7D | -1.3% | -0.8% | -0.4% | -0.9% |
| 30D | +11.4% | +1.0% | +10.3% | +10.8% |
| 3M | +14.3% | -0.7% | +15.0% | +14.5% |
| 6M | -9.3% | -5.1% | -4.1% | -7.3% |
| YTD | +7.1% | -4.3% | +11.4% | +8.9% |
| 1Y | -9.1% | -0.6% | -8.5% | -9.2% |
| 3Y | +105.3% | +72.7% | +32.6% | +54.5% |
| 5Y | +66.8% | +38.0% | +28.8% | +40.4% |
| All | +87.6% | +143.7% | -56.2% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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