+199.8%
TER vs XLI
+18.3%
+181.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +4.4% |
| 7D | +0.6% | -1.1% | +1.6% | +3.5% |
| 30D | -8.3% | -5.9% | -2.4% | +8.4% |
| 3M | -12.2% | -0.3% | -12.0% | -9.3% |
| 6M | +17.0% | +0.1% | +16.9% | +21.6% |
| YTD | +84.6% | +13.6% | +71.0% | +40.5% |
| 1Y | +199.8% | +17.2% | +182.6% | +114.8% |
| All | +199.8% | +18.3% | +181.5% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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