+78.6%
XLF vs TPR
+389.0%
-310.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +1.2% | +14.2% | -13.0% | -1.1% |
| 30D | +6.3% | +17.1% | -10.7% | +3.5% |
| 3M | -0.8% | -17.7% | +16.9% | +2.0% |
| 6M | +11.0% | -10.2% | +21.2% | +12.0% |
| YTD | +5.6% | +4.9% | +0.7% | +3.2% |
| 1Y | +10.8% | +36.1% | -25.3% | +3.0% |
| All | +78.6% | +389.0% | -310.4% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling