+42.7%
XLP vs TPR
+255.9%
-213.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.8% | -1.4% |
| 7D | +3.5% | +13.9% | -10.4% | +2.2% |
| 30D | +11.6% | +14.9% | -3.4% | +10.0% |
| 3M | +7.6% | -15.4% | +23.0% | +9.0% |
| 6M | +10.0% | -4.5% | +14.5% | +9.8% |
| YTD | +19.7% | +6.0% | +13.7% | +18.1% |
| 1Y | +23.5% | +24.3% | -0.9% | +19.6% |
| 3Y | +44.0% | +412.8% | -368.9% | +15.7% |
| 5Y | +42.7% | +258.4% | -215.8% | +17.2% |
| All | +42.7% | +255.9% | -213.2% | +17.2% |
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