+47.4%
TER vs XLC
-4.7%
+52.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +24.0% | +3.1% | +20.9% | +24.2% |
| 30D | -30.6% | -4.2% | -26.4% | -31.6% |
| 3M | -34.5% | -2.1% | -32.3% | -35.3% |
| 6M | -26.4% | -6.6% | -19.7% | -22.6% |
| YTD | +36.4% | -7.8% | +44.2% | +40.6% |
| 1Y | +47.4% | -4.1% | +51.5% | +39.7% |
| All | +47.4% | -4.7% | +52.1% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling