+65.7%
T vs XLP
+101.8%
-36.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.3% |
| 7D | -1.3% | -1.0% | -0.3% | -0.4% |
| 30D | +11.4% | -0.9% | +12.2% | +12.1% |
| 3M | +14.3% | +3.8% | +10.5% | +10.9% |
| 6M | -9.3% | -1.7% | -7.5% | -8.1% |
| YTD | +7.1% | +10.3% | -3.2% | -1.5% |
| 1Y | -9.1% | +7.8% | -16.9% | -14.8% |
| 3Y | +105.3% | +27.2% | +78.1% | +66.7% |
| 5Y | +66.8% | +32.5% | +34.3% | +29.2% |
| All | +65.7% | +101.8% | -36.1% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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