+1,853.9%
TER vs XLI
+1,121.5%
+732.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.0% |
| 7D | +0.6% | -1.1% | +1.7% | +2.1% |
| 30D | -8.3% | -5.9% | -2.3% | -0.3% |
| 3M | -12.2% | -0.3% | -12.0% | -10.3% |
| 6M | +17.1% | +0.1% | +16.9% | +21.6% |
| YTD | +84.7% | +13.6% | +71.1% | +64.2% |
| 1Y | +199.9% | +17.2% | +182.7% | +158.7% |
| 3Y | +232.8% | +68.2% | +164.6% | +87.3% |
| 5Y | +198.6% | +80.7% | +117.9% | +58.5% |
| 10Y | +1,669.7% | +253.3% | +1,416.5% | +281.3% |
| All | +1,853.9% | +1,121.5% | +732.3% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling