+54.1%
T vs XLP
+130.4%
-76.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | 0.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -1.7% | +8.9% | -10.7% | -8.3% |
| 3M | -7.3% | +7.5% | -14.8% | -12.7% |
| 6M | -11.2% | +9.4% | -20.6% | -17.5% |
| YTD | -8.1% | +19.3% | -27.3% | -20.7% |
| 1Y | -8.0% | +21.7% | -29.8% | -22.0% |
| 3Y | +62.1% | +44.0% | +18.2% | +18.8% |
| 5Y | +55.7% | +42.8% | +12.9% | +13.5% |
| 10Y | +54.1% | +128.8% | -74.7% | -24.6% |
| All | +54.1% | +130.4% | -76.3% | -24.6% |
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