+905.7%
XLB vs TPR
+7,380.8%
-6,475.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.4% | -2.3% | +0.9% | -0.7% |
| 30D | -0.4% | -23.0% | +22.6% | +6.7% |
| 3M | +2.0% | -12.5% | +14.4% | +5.1% |
| 6M | +1.8% | -21.4% | +23.3% | +7.7% |
| YTD | +16.6% | -3.5% | +20.1% | +15.7% |
| 1Y | +16.9% | +17.4% | -0.4% | +9.0% |
| 3Y | +32.6% | +291.3% | -258.7% | -16.4% |
| 5Y | +35.6% | +241.9% | -206.3% | -14.3% |
| 10Y | +160.0% | +322.7% | -162.6% | +35.1% |
| All | +905.7% | +7,380.8% | -6,475.1% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling