+63.0%
XLC vs TPR
+404.6%
-341.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +3.1% | -1.1% | +4.2% | +3.3% |
| 30D | -4.2% | +15.1% | -19.3% | -6.3% |
| 3M | -2.1% | -13.4% | +11.3% | -0.4% |
| 6M | -6.6% | +1.4% | -8.0% | -7.7% |
| YTD | -7.8% | +4.8% | -12.6% | -10.0% |
| 1Y | -4.1% | +29.2% | -33.3% | -10.1% |
| All | +63.0% | +404.6% | -341.6% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling