-65.4%
TEAM vs XLC
+35.5%
-101.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.4% | -16.6% | -16.8% |
| 7D | -19.8% | +4.9% | -24.7% | -25.2% |
| 30D | -21.5% | -5.8% | -15.7% | -14.8% |
| 3M | +39.5% | -5.4% | +44.9% | +50.2% |
| 6M | +73.1% | -10.2% | +83.2% | +101.5% |
| YTD | -5.2% | -10.2% | +5.0% | +9.7% |
| 1Y | -1.6% | -5.6% | +4.0% | +6.0% |
| 3Y | -11.4% | +61.0% | -72.4% | -56.4% |
| All | -65.4% | +35.5% | -101.0% | -76.3% |
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