+1,077.0%
TER vs XLP
+137.2%
+939.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.8% | +8.0% |
| 7D | +5.9% | -0.5% | +6.4% | +6.4% |
| 30D | -30.8% | +8.3% | -39.1% | -34.9% |
| 3M | -29.9% | +8.7% | -38.6% | -34.8% |
| 6M | -27.5% | +11.2% | -38.6% | -35.3% |
| YTD | +37.5% | +20.0% | +17.5% | +14.9% |
| 1Y | +50.3% | +21.3% | +28.9% | +24.0% |
| 3Y | +204.9% | +43.8% | +161.0% | +106.4% |
| 5Y | +89.2% | +43.3% | +45.8% | +29.2% |
| 10Y | +1,077.0% | +136.8% | +940.2% | +470.7% |
| All | +1,077.0% | +137.2% | +939.8% | +470.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling