+607.6%
TEAM vs XLB
+190.9%
+416.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.9% |
| 7D | -22.2% | +0.5% | -22.7% | -22.4% |
| 30D | -28.1% | +6.9% | -35.1% | -31.6% |
| 3M | -2.2% | -0.2% | -2.0% | -2.4% |
| 6M | +62.2% | +3.3% | +58.9% | +57.2% |
| YTD | -8.4% | +18.0% | -26.4% | -21.0% |
| 1Y | -6.6% | +24.2% | -30.8% | -22.7% |
| 3Y | -15.7% | +44.7% | -60.4% | -37.2% |
| 5Y | -65.7% | +31.6% | -97.3% | -72.2% |
| 10Y | +441.0% | +164.2% | +276.7% | +171.8% |
| All | +607.6% | +190.9% | +416.7% | +194.2% |
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