+11.8%
XLF vs TPR
+31.0%
-19.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.9% | +12.1% | -10.1% | +0.4% |
| 30D | +6.5% | +16.7% | -10.2% | +4.3% |
| 3M | +1.2% | -17.4% | +18.6% | +3.2% |
| 6M | +14.6% | +2.3% | +12.3% | +12.8% |
| YTD | +7.7% | +7.1% | +0.6% | +6.0% |
| 1Y | +11.8% | +29.5% | -17.7% | +6.4% |
| All | +11.8% | +31.0% | -19.2% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling