+820.6%
XLI vs TPR
+7,380.8%
-6,560.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | -2.3% | +1.2% | -0.4% |
| 30D | -5.9% | -23.0% | +17.0% | +0.6% |
| 3M | -0.3% | -12.5% | +12.2% | +2.6% |
| 6M | +0.1% | -21.4% | +21.6% | +5.8% |
| YTD | +13.6% | -3.5% | +17.1% | +12.7% |
| 1Y | +17.2% | +17.4% | -0.2% | +9.3% |
| 3Y | +68.2% | +291.3% | -223.0% | +6.5% |
| 5Y | +80.7% | +241.9% | -161.2% | +14.2% |
| 10Y | +253.3% | +322.7% | -69.4% | +84.2% |
| All | +820.6% | +7,380.8% | -6,560.2% | +111.1% |
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