+35.8%
XLC vs TPR
+253.5%
-217.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.7% |
| 7D | +4.9% | +14.2% | -9.3% | +1.6% |
| 30D | -5.8% | +17.1% | -22.9% | -9.4% |
| 3M | -5.4% | -17.7% | +12.3% | -1.7% |
| 6M | -10.2% | -10.2% | 0.0% | -9.2% |
| YTD | -10.2% | +4.9% | -15.1% | -13.3% |
| 1Y | -5.6% | +36.1% | -41.7% | -15.3% |
| 3Y | +61.0% | +416.5% | -355.5% | -7.7% |
| All | +35.8% | +253.5% | -217.7% | -17.1% |
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