-9.1%
T vs XLI
+18.3%
-27.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.4% | -1.9% |
| 7D | -1.3% | -1.1% | -0.2% | -1.5% |
| 30D | +11.4% | -5.9% | +17.3% | +10.0% |
| 3M | +14.3% | -0.3% | +14.6% | +14.2% |
| 6M | -9.3% | +0.1% | -9.4% | -9.1% |
| YTD | +7.1% | +13.6% | -6.5% | +8.3% |
| 1Y | -9.1% | +17.2% | -26.3% | -8.1% |
| All | -9.1% | +18.3% | -27.4% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling