+40.7%
XLC vs TPR
+230.3%
-189.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +3.7% | -0.3% | +4.0% | +3.8% |
| 30D | -1.9% | +15.1% | -17.0% | -5.3% |
| 3M | -3.1% | +3.5% | -6.6% | -4.2% |
| 6M | -6.4% | +0.4% | -6.8% | -7.7% |
| YTD | -6.8% | +4.6% | -11.4% | -10.1% |
| 1Y | -1.7% | +33.1% | -34.8% | -11.3% |
| 3Y | +64.7% | +396.0% | -331.3% | -5.3% |
| All | +40.7% | +230.3% | -189.6% | -12.4% |
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 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