+62.5%
T vs XLP
+139.1%
-76.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -1.2% |
| 7D | +2.5% | +2.5% | 0.0% | +0.5% |
| 30D | -3.8% | +7.3% | -11.1% | -9.1% |
| 3M | -8.7% | +8.1% | -16.8% | -14.4% |
| 6M | -8.1% | +10.5% | -18.6% | -15.3% |
| YTD | -6.4% | +21.2% | -27.6% | -20.4% |
| 1Y | -9.8% | +22.7% | -32.5% | -24.0% |
| 3Y | +65.5% | +44.8% | +20.7% | +20.7% |
| 5Y | +57.0% | +44.7% | +12.2% | +13.1% |
| All | +62.5% | +139.1% | -76.6% | -23.0% |
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