+62.5%
T vs XLI
+225.1%
-162.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.5% | +3.8% | -1.2% | +0.7% |
| 30D | -3.8% | +1.0% | -4.8% | -4.4% |
| 3M | -8.7% | -8.9% | +0.2% | -4.7% |
| 6M | -8.1% | -2.3% | -5.8% | -7.9% |
| YTD | -6.4% | +9.7% | -16.1% | -12.4% |
| 1Y | -9.8% | +12.3% | -22.1% | -16.7% |
| 3Y | +65.5% | +71.5% | -6.0% | +16.7% |
| 5Y | +57.0% | +70.2% | -13.2% | +9.8% |
| All | +62.5% | +225.1% | -162.6% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling