+42.6%
XLP vs TPR
+268.5%
-225.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.3% | +12.1% | -9.7% | +1.2% |
| 30D | +9.1% | +16.7% | -7.6% | +7.4% |
| 3M | +7.9% | -17.4% | +25.2% | +9.5% |
| 6M | +9.6% | +2.3% | +7.3% | +8.8% |
| YTD | +19.4% | +7.1% | +12.3% | +17.7% |
| 1Y | +22.4% | +29.5% | -7.1% | +18.2% |
| 3Y | +43.2% | +415.0% | -371.9% | +15.1% |
| 5Y | +42.6% | +261.5% | -218.9% | +17.0% |
| All | +42.6% | +268.5% | -225.9% | +17.0% |
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