-50.3%
TEAM vs XLB
+36.1%
-86.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.3% |
| 7D | -0.4% | -1.4% | +1.0% | +0.9% |
| 30D | +67.3% | -0.4% | +67.7% | +68.1% |
| 3M | +86.8% | +2.0% | +84.8% | +82.4% |
| 6M | +146.8% | +1.8% | +145.0% | +137.2% |
| YTD | +16.9% | +16.6% | +0.3% | -5.5% |
| 1Y | +12.8% | +16.9% | -4.1% | -9.4% |
| 3Y | -7.3% | +32.6% | -39.8% | -36.8% |
| All | -50.3% | +36.1% | -86.5% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling