+176.1%
TEAM vs XLC
+142.6%
+33.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.3% |
| 7D | -7.8% | -1.7% | -6.1% | -6.0% |
| 30D | +16.5% | +0.2% | +16.3% | +16.2% |
| 3M | +96.2% | +0.7% | +95.5% | +96.0% |
| 6M | +130.2% | -4.5% | +134.6% | +143.3% |
| YTD | +10.7% | -4.7% | +15.5% | +17.2% |
| 1Y | +3.0% | -1.5% | +4.5% | +5.0% |
| 3Y | -13.1% | +72.2% | -85.3% | -51.9% |
| 5Y | -52.7% | +39.3% | -92.1% | -67.8% |
| All | +176.1% | +142.6% | +33.5% | +11.0% |
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