+222.9%
XLI vs TPR
+391.0%
-168.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -2.8% | +14.2% | -17.0% | -6.5% |
| 30D | -3.1% | +17.1% | -20.2% | -7.5% |
| 3M | -11.7% | -17.7% | +6.0% | -7.8% |
| 6M | -7.6% | -10.2% | +2.6% | -6.3% |
| YTD | +5.7% | +4.9% | +0.8% | +2.1% |
| 1Y | +7.8% | +36.1% | -28.3% | -3.4% |
| 3Y | +67.4% | +416.5% | -349.1% | -2.2% |
| 5Y | +64.8% | +254.8% | -190.0% | +3.4% |
| All | +222.9% | +391.0% | -168.1% | +61.4% |
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 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