+128.5%
TEAM vs XLC
+135.2%
-6.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.5% |
| 7D | -22.2% | +6.2% | -28.4% | -27.5% |
| 30D | -28.1% | -2.4% | -25.8% | -26.3% |
| 3M | -2.2% | -3.3% | +1.2% | +1.4% |
| 6M | +62.2% | -7.3% | +69.5% | +77.4% |
| YTD | -8.4% | -7.6% | -0.7% | +0.2% |
| 1Y | -6.6% | -3.7% | -2.9% | -2.6% |
| 3Y | -15.7% | +62.9% | -78.6% | -50.5% |
| 5Y | -65.7% | +41.6% | -107.4% | -76.7% |
| All | +128.5% | +135.2% | -6.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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