+215.2%
XLY vs TPR
+327.7%
-112.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.3% |
| 7D | -1.7% | -3.0% | +1.3% | -0.9% |
| 30D | -4.2% | -22.6% | +18.5% | +2.2% |
| 3M | -2.7% | -18.2% | +15.5% | +2.1% |
| 6M | -0.6% | -18.0% | +17.3% | +3.6% |
| YTD | -5.0% | -6.4% | +1.4% | -5.0% |
| 1Y | -4.1% | +12.3% | -16.4% | -9.4% |
| 3Y | +33.6% | +298.7% | -265.1% | -14.9% |
| 5Y | +28.7% | +232.5% | -203.8% | -16.1% |
| All | +215.2% | +327.7% | -112.5% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling