+631.8%
TEAM vs XLB
+185.9%
+445.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.7% | -15.4% | -15.6% |
| 7D | -19.8% | -1.5% | -18.3% | -19.0% |
| 30D | -21.5% | +6.1% | -27.6% | -24.8% |
| 3M | +39.5% | 0.0% | +39.5% | +39.2% |
| 6M | +73.1% | 0.0% | +73.1% | +71.6% |
| YTD | -5.2% | +16.0% | -21.2% | -17.3% |
| 1Y | -1.6% | +24.7% | -26.3% | -18.9% |
| 3Y | -11.4% | +40.4% | -51.8% | -32.6% |
| 5Y | -65.1% | +30.7% | -95.8% | -71.5% |
| 10Y | +471.3% | +173.3% | +298.0% | +179.4% |
| All | +631.8% | +185.9% | +445.9% | +208.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling