+290.7%
T vs XLF
+419.1%
-128.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.6% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +11.4% | +0.2% | +11.2% | +11.3% |
| 3M | +14.3% | +11.7% | +2.6% | +8.9% |
| 6M | -9.3% | +13.8% | -23.1% | -14.4% |
| YTD | +7.1% | +7.0% | +0.1% | +3.5% |
| 1Y | -9.1% | +9.1% | -18.2% | -13.0% |
| 3Y | +105.3% | +75.6% | +29.7% | +58.1% |
| 5Y | +66.8% | +66.4% | +0.4% | +30.3% |
| 10Y | +66.8% | +250.3% | -183.5% | -7.3% |
| All | +290.7% | +419.1% | -128.5% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling