+443.6%
TEAM vs XLB
+163.6%
+280.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.4% | +0.5% | -2.9% | -2.8% |
| 30D | -26.7% | +5.2% | -31.9% | -29.4% |
| 3M | -9.6% | +0.3% | -9.9% | -10.2% |
| 6M | +86.0% | +1.2% | +84.9% | +83.1% |
| YTD | -7.5% | +16.6% | -24.1% | -19.6% |
| 1Y | -1.4% | +21.4% | -22.8% | -17.0% |
| 3Y | -14.3% | +43.2% | -57.5% | -35.7% |
| 5Y | -66.3% | +28.0% | -94.3% | -72.3% |
| All | +443.6% | +163.6% | +280.1% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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