+37.7%
XLC vs TPR
+239.8%
-202.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.8% | -2.3% | +1.5% | -0.3% |
| 30D | +1.0% | -23.0% | +24.0% | +6.9% |
| 3M | -0.7% | -12.5% | +11.8% | +1.6% |
| 6M | -5.1% | -21.4% | +16.3% | -0.9% |
| YTD | -4.3% | -3.5% | -0.8% | -5.5% |
| 1Y | -0.6% | +17.4% | -17.9% | -7.4% |
| 3Y | +72.7% | +291.3% | -218.6% | +8.7% |
| All | +37.7% | +239.8% | -202.1% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling