+756.7%
XLI vs TPR
+8,033.7%
-7,277.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -2.8% | +14.2% | -17.0% | -6.6% |
| 30D | -3.1% | +17.1% | -20.2% | -7.6% |
| 3M | -11.7% | -17.7% | +6.0% | -7.7% |
| 6M | -7.6% | -10.2% | +2.6% | -6.3% |
| YTD | +5.7% | +4.9% | +0.8% | +2.0% |
| 1Y | +7.8% | +36.1% | -28.3% | -3.6% |
| 3Y | +67.4% | +416.5% | -349.1% | -2.5% |
| 5Y | +64.8% | +254.8% | -190.0% | +3.0% |
| 10Y | +241.2% | +391.7% | -150.5% | +69.8% |
| All | +756.7% | +8,033.7% | -7,277.0% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling