+102.9%
T vs XEL
+47.8%
+55.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -3.1% | +0.9% | -4.0% | -3.4% |
| 30D | +4.6% | -0.9% | +5.5% | +4.9% |
| 3M | +12.2% | -1.4% | +13.6% | +12.9% |
| 6M | -6.5% | -5.8% | -0.6% | -4.5% |
| YTD | +4.9% | +4.7% | +0.2% | +3.0% |
| 1Y | -10.5% | +9.1% | -19.5% | -13.8% |
| All | +102.9% | +47.8% | +55.1% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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