+55.5%
T vs XLE
+169.9%
-114.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.0% | -12.0% | +13.0% | +4.7% |
| 30D | -10.6% | -2.7% | -7.9% | -10.1% |
| 3M | -7.7% | +6.6% | -14.3% | -9.8% |
| 6M | -13.3% | +9.5% | -22.8% | -16.1% |
| YTD | -8.8% | +40.6% | -49.3% | -18.1% |
| 1Y | -8.4% | +43.6% | -52.0% | -18.3% |
| 3Y | +59.6% | +58.1% | +1.6% | +36.1% |
| 5Y | +52.1% | +152.2% | -100.1% | +7.4% |
| All | +55.5% | +169.9% | -114.3% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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