+65.5%
XLF vs TPR
+230.0%
-164.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.4% | -0.5% |
| 7D | +0.2% | -3.4% | +3.5% | +0.9% |
| 30D | -0.5% | -27.3% | +26.8% | +6.3% |
| 3M | +10.6% | -16.2% | +26.9% | +14.2% |
| 6M | +14.3% | -17.9% | +32.2% | +17.9% |
| YTD | +5.5% | -7.1% | +12.6% | +5.4% |
| 1Y | +9.6% | +13.6% | -4.1% | +3.7% |
| 3Y | +75.2% | +293.7% | -218.6% | +15.2% |
| 5Y | +65.5% | +239.1% | -173.6% | +10.5% |
| All | +65.5% | +230.0% | -164.4% | +10.5% |
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 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