+57.8%
T vs XLE
+169.4%
-111.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +2.5% | +5.4% | -2.9% | +1.5% |
| 30D | -3.8% | -3.9% | +0.2% | -3.2% |
| 3M | -8.7% | +7.0% | -15.8% | -10.2% |
| 6M | -8.1% | +14.2% | -22.3% | -10.8% |
| YTD | -6.4% | +48.2% | -54.6% | -13.5% |
| 1Y | -9.8% | +47.7% | -57.4% | -16.5% |
| 3Y | +65.5% | +70.0% | -4.5% | +47.6% |
| All | +57.8% | +169.4% | -111.5% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling