+70.3%
T vs XLF
+254.4%
-184.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | +1.5% | -1.5% | +2.9% | +2.2% |
| 30D | +7.5% | -1.2% | +8.6% | +8.1% |
| 3M | +14.8% | +9.2% | +5.6% | +9.8% |
| 6M | -1.7% | +16.3% | -18.1% | -9.3% |
| YTD | +8.7% | +5.4% | +3.3% | +5.3% |
| 1Y | -7.5% | +7.6% | -15.1% | -11.5% |
| 3Y | +110.2% | +74.2% | +36.0% | +52.8% |
| 5Y | +71.6% | +66.1% | +5.5% | +26.2% |
| All | +70.3% | +254.4% | -184.1% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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