+32.4%
XLY vs TPR
+286.9%
-254.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.9% |
| 7D | -3.9% | -5.1% | +1.3% | -2.6% |
| 30D | -6.1% | -27.6% | +21.4% | +1.2% |
| 3M | -1.2% | -17.5% | +16.3% | +2.8% |
| 6M | -1.8% | -21.3% | +19.6% | +2.9% |
| YTD | -5.9% | -8.5% | +2.6% | -5.6% |
| 1Y | -3.1% | +11.5% | -14.6% | -8.5% |
| All | +32.4% | +286.9% | -254.5% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling