+141.4%
XLC vs TPR
+213.6%
-72.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.3% | +0.4% |
| 7D | +0.6% | -3.4% | +3.9% | +1.3% |
| 30D | +0.2% | -27.3% | +27.5% | +7.0% |
| 3M | +0.6% | -16.2% | +16.9% | +3.9% |
| 6M | -4.5% | -17.9% | +13.4% | -1.5% |
| YTD | -4.7% | -7.1% | +2.4% | -4.8% |
| 1Y | -1.7% | +13.6% | -15.3% | -6.7% |
| 3Y | +72.3% | +293.7% | -221.5% | +18.5% |
| 5Y | +37.8% | +239.1% | -201.3% | -4.5% |
| All | +141.4% | +213.6% | -72.2% | +56.6% |
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