+226.1%
XLI vs TPR
+364.3%
-138.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +3.8% | -0.3% | +4.0% | +3.8% |
| 30D | +1.0% | +15.1% | -14.1% | -3.1% |
| 3M | -8.9% | +3.5% | -12.4% | -10.2% |
| 6M | -2.3% | +0.4% | -2.7% | -3.8% |
| YTD | +9.7% | +4.6% | +5.1% | +6.0% |
| 1Y | +12.3% | +33.1% | -20.8% | +1.3% |
| 3Y | +71.5% | +396.0% | -324.5% | +1.4% |
| 5Y | +70.2% | +230.3% | -160.1% | +9.3% |
| All | +226.1% | +364.3% | -138.2% | +63.9% |
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