+1,354.5%
TER vs XLI
+1,094.8%
+259.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +6.5% |
| 7D | +5.9% | +0.9% | +5.0% | +5.9% |
| 30D | -30.8% | +1.1% | -31.8% | -30.9% |
| 3M | -29.9% | -7.7% | -22.3% | -20.8% |
| 6M | -27.5% | -1.8% | -25.6% | -22.9% |
| YTD | +37.5% | +11.1% | +26.4% | +27.8% |
| 1Y | +50.3% | +12.1% | +38.1% | +38.7% |
| 3Y | +204.9% | +73.8% | +131.1% | +67.3% |
| 5Y | +89.2% | +73.8% | +15.4% | +7.2% |
| 10Y | +1,077.0% | +231.7% | +845.2% | +180.3% |
| All | +1,354.5% | +1,094.8% | +259.7% | -29.3% |
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