+24.7%
XLB vs TPR
+42.2%
-17.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.5% | +14.2% | -15.7% | -3.8% |
| 30D | +6.1% | +17.1% | -11.0% | +3.1% |
| 3M | 0.0% | -17.7% | +17.8% | +3.3% |
| 6M | 0.0% | -10.2% | +10.1% | +0.8% |
| YTD | +16.0% | +4.9% | +11.1% | +14.8% |
| 1Y | +24.7% | +36.1% | -11.4% | +17.0% |
| All | +24.7% | +42.2% | -17.5% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling