+134.1%
TEAM vs XLC
+134.8%
-0.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +1.0% |
| 7D | -16.9% | +3.1% | -20.0% | -19.8% |
| 30D | -26.8% | -4.2% | -22.6% | -23.3% |
| 3M | -1.9% | -2.1% | +0.2% | +0.3% |
| 6M | +79.2% | -6.6% | +85.8% | +94.3% |
| YTD | -6.1% | -7.8% | +1.7% | +2.9% |
| 1Y | -2.1% | -4.1% | +2.0% | +2.6% |
| 3Y | -13.6% | +62.6% | -76.2% | -49.2% |
| 5Y | -65.8% | +39.6% | -105.4% | -76.5% |
| All | +134.1% | +134.8% | -0.6% | -2.5% |
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