+61.0%
T vs XLP
+43.9%
+17.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.5% |
| 7D | +4.3% | +3.5% | +0.8% | +1.7% |
| 30D | -9.7% | +11.6% | -21.2% | -16.3% |
| 3M | -4.3% | +7.6% | -11.9% | -9.2% |
| 6M | -13.7% | +10.0% | -23.7% | -19.2% |
| YTD | -8.0% | +19.7% | -27.7% | -19.0% |
| 1Y | -6.9% | +23.5% | -30.4% | -19.9% |
| All | +61.0% | +43.9% | +17.1% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling