+65.5%
T vs XLP
+45.4%
+20.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -1.0% |
| 7D | +2.5% | +2.5% | 0.0% | +0.7% |
| 30D | -3.8% | +7.3% | -11.1% | -8.4% |
| 3M | -8.7% | +8.1% | -16.8% | -13.6% |
| 6M | -8.1% | +10.5% | -18.6% | -14.3% |
| YTD | -6.4% | +21.2% | -27.6% | -18.4% |
| 1Y | -9.8% | +22.7% | -32.5% | -22.0% |
| 3Y | +65.5% | +44.8% | +20.7% | +37.8% |
| All | +65.5% | +45.4% | +20.1% | +37.8% |
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