+851.8%
TER vs XLC
+143.7%
+708.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.8% |
| 7D | +0.6% | -0.8% | +1.5% | +1.5% |
| 30D | -8.3% | +1.0% | -9.3% | -9.9% |
| 3M | -12.2% | -0.7% | -11.5% | -13.5% |
| 6M | +17.1% | -5.1% | +22.2% | +21.8% |
| YTD | +84.7% | -4.3% | +89.0% | +89.1% |
| 1Y | +199.9% | -0.6% | +200.5% | +193.9% |
| 3Y | +232.8% | +72.7% | +160.1% | +78.1% |
| 5Y | +198.6% | +38.0% | +160.6% | +108.3% |
| All | +851.8% | +143.7% | +708.0% | +236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling