+33.9%
TER vs XLC
-3.7%
+37.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.5% | +10.3% | +12.8% |
| 7D | -5.8% | +7.1% | -12.8% | -4.9% |
| 30D | -38.9% | -2.7% | -36.2% | -39.4% |
| 3M | -35.1% | -3.2% | -31.9% | -35.9% |
| 6M | -31.6% | -7.7% | -23.9% | -27.5% |
| YTD | +27.2% | -8.0% | +35.2% | +30.3% |
| All | +33.9% | -3.7% | +37.6% | +27.5% |
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 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