+1,176.7%
XLY vs TPR
+7,101.5%
-5,924.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.4% |
| 7D | -0.5% | -3.4% | +2.8% | +0.5% |
| 30D | -4.9% | -27.3% | +22.4% | +4.2% |
| 3M | -1.0% | -16.2% | +15.2% | +3.6% |
| 6M | 0.0% | -17.9% | +17.9% | +4.8% |
| YTD | -4.2% | -7.1% | +3.0% | -3.9% |
| 1Y | -2.7% | +13.6% | -16.3% | -8.9% |
| 3Y | +38.4% | +293.7% | -255.3% | -15.5% |
| 5Y | +28.9% | +239.1% | -210.2% | -20.0% |
| 10Y | +214.7% | +311.2% | -96.4% | +58.5% |
| All | +1,176.7% | +7,101.5% | -5,924.8% | +169.2% |
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 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