+528.2%
XLP vs TPR
+7,380.8%
-6,852.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -2.3% | +1.3% | -0.7% |
| 30D | -0.9% | -23.0% | +22.1% | +2.4% |
| 3M | +3.8% | -12.5% | +16.3% | +5.3% |
| 6M | -1.7% | -21.4% | +19.7% | +0.8% |
| YTD | +10.3% | -3.5% | +13.8% | +9.8% |
| 1Y | +7.8% | +17.4% | -9.6% | +4.2% |
| 3Y | +27.2% | +291.3% | -264.1% | +1.7% |
| 5Y | +32.5% | +241.9% | -209.4% | +5.5% |
| 10Y | +101.8% | +322.7% | -220.9% | +43.7% |
| All | +528.2% | +7,380.8% | -6,852.5% | +205.9% |
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