+246.5%
XLF vs TPR
+318.3%
-71.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | -2.9% | -5.1% | +2.2% | -1.5% |
| 30D | -1.6% | -27.6% | +25.9% | +7.1% |
| 3M | +9.3% | -17.5% | +26.7% | +14.3% |
| 6M | +14.6% | -21.3% | +35.9% | +20.7% |
| YTD | +4.7% | -8.5% | +13.2% | +5.1% |
| 1Y | +8.6% | +11.5% | -2.8% | +2.2% |
| 3Y | +73.9% | +288.0% | -214.2% | +6.6% |
| 5Y | +65.0% | +225.2% | -160.1% | +2.6% |
| All | +246.5% | +318.3% | -71.7% | +66.5% |
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