+587.4%
XLP vs TPR
+7,574.9%
-6,987.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.2% | +2.9% |
| 7D | +5.9% | +12.6% | -6.8% | +4.2% |
| 30D | +13.5% | +7.1% | +6.3% | +12.4% |
| 3M | +8.4% | -19.4% | +27.8% | +11.2% |
| 6M | +11.5% | -9.7% | +21.3% | +12.3% |
| YTD | +20.6% | -1.0% | +21.6% | +19.6% |
| 1Y | +24.3% | +19.3% | +5.0% | +19.9% |
| 3Y | +45.1% | +379.0% | -333.9% | +12.7% |
| 5Y | +44.6% | +239.1% | -194.5% | +15.4% |
| 10Y | +133.1% | +364.0% | -230.9% | +63.7% |
| All | +587.4% | +7,574.9% | -6,987.5% | +233.3% |
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