+224.2%
XLF vs TPR
+386.9%
-162.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.9% | +12.1% | -10.1% | -1.4% |
| 30D | +6.5% | +16.7% | -10.2% | +1.7% |
| 3M | +1.2% | -17.4% | +18.6% | +5.8% |
| 6M | +14.6% | +2.3% | +12.3% | +12.2% |
| YTD | +7.7% | +7.1% | +0.6% | +3.1% |
| 1Y | +11.8% | +29.5% | -17.7% | +0.9% |
| 3Y | +80.1% | +415.0% | -335.0% | +1.4% |
| 5Y | +59.0% | +261.5% | -202.5% | -3.9% |
| 10Y | +224.2% | +383.3% | -159.1% | +51.1% |
| All | +224.2% | +386.9% | -162.7% | +51.1% |
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 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