+164.2%
XLB vs TPR
+386.9%
-222.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +0.5% | +12.1% | -11.6% | -2.7% |
| 30D | +6.9% | +16.7% | -9.8% | +2.4% |
| 3M | -0.2% | -17.4% | +17.2% | +4.2% |
| 6M | +3.3% | +2.3% | +1.0% | +1.4% |
| YTD | +18.0% | +7.1% | +10.9% | +13.5% |
| 1Y | +24.2% | +29.5% | -5.3% | +13.2% |
| 3Y | +44.7% | +415.0% | -370.3% | -14.5% |
| 5Y | +31.6% | +261.5% | -229.9% | -16.9% |
| 10Y | +164.2% | +383.3% | -219.1% | +34.2% |
| All | +164.2% | +386.9% | -222.7% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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