+106.1%
T vs XLF
+73.0%
+33.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.4% | -2.9% | +0.4% | -1.6% |
| 30D | +4.3% | -1.6% | +5.9% | +4.8% |
| 3M | +11.6% | +9.3% | +2.3% | +9.0% |
| 6M | -5.6% | +14.6% | -20.2% | -9.1% |
| YTD | +6.6% | +4.7% | +1.8% | +5.5% |
| 1Y | -8.4% | +8.6% | -17.0% | -10.5% |
| All | +106.1% | +73.0% | +33.1% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling