+57.6%
T vs XLI
+72.7%
-15.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +1.1% |
| 7D | +2.0% | +0.9% | +1.1% | +1.7% |
| 30D | -1.0% | +1.1% | -2.1% | -1.4% |
| 3M | -8.1% | -7.7% | -0.4% | -6.3% |
| 6M | -8.3% | -1.8% | -6.4% | -8.2% |
| YTD | -6.1% | +11.1% | -17.2% | -10.1% |
| 1Y | -7.4% | +12.1% | -19.5% | -11.7% |
| 3Y | +65.4% | +73.8% | -8.4% | +28.8% |
| 5Y | +57.6% | +73.8% | -16.1% | +21.1% |
| All | +57.6% | +72.7% | -15.0% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling