-53.8%
TEAM vs XLC
+37.3%
-91.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -6.3% |
| 7D | -5.7% | +0.6% | -6.3% | -6.4% |
| 30D | +18.3% | +0.2% | +18.1% | +17.8% |
| 3M | +80.2% | +0.6% | +79.6% | +79.8% |
| 6M | +111.0% | -4.5% | +115.5% | +125.4% |
| YTD | +8.8% | -4.7% | +13.5% | +16.3% |
| 1Y | +2.2% | -1.7% | +3.8% | +4.4% |
| 3Y | -14.6% | +72.3% | -86.9% | -61.0% |
| 5Y | -53.8% | +37.8% | -91.5% | -72.5% |
| All | -53.8% | +37.3% | -91.1% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling