+58.8%
T vs XLE
+165.3%
-106.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +2.6% | -6.7% | +9.3% | +4.6% |
| 30D | -1.1% | -4.4% | +3.3% | 0.0% |
| 3M | -7.7% | +4.0% | -11.7% | -9.1% |
| 6M | -10.6% | +13.2% | -23.8% | -14.3% |
| YTD | -7.5% | +41.9% | -49.4% | -17.1% |
| 1Y | -7.4% | +41.6% | -49.1% | -17.1% |
| 3Y | +63.1% | +64.0% | -0.9% | +37.5% |
| 5Y | +55.2% | +158.1% | -102.9% | +8.8% |
| 10Y | +58.8% | +163.9% | -105.1% | +3.0% |
| All | +58.8% | +165.3% | -106.5% | +3.0% |
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