+242.5%
T vs XLI
+1,094.8%
-852.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +0.7% |
| 7D | +2.0% | +0.9% | +1.1% | +1.3% |
| 30D | -1.0% | +1.1% | -2.1% | -1.8% |
| 3M | -8.1% | -7.7% | -0.4% | -4.2% |
| 6M | -8.3% | -1.8% | -6.4% | -8.2% |
| YTD | -6.1% | +11.1% | -17.2% | -13.2% |
| 1Y | -7.4% | +12.1% | -19.5% | -14.9% |
| 3Y | +65.4% | +73.8% | -8.4% | +14.8% |
| 5Y | +57.6% | +73.8% | -16.1% | +7.9% |
| 10Y | +61.4% | +231.7% | -170.3% | -27.3% |
| All | +242.5% | +1,094.8% | -852.3% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling