-53.1%
TE vs XEL
+47.4%
-100.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -5.9% | -3.9% | -2.0% | -5.3% |
| 3M | -45.6% | -2.8% | -42.8% | -45.5% |
| 6M | -43.4% | -5.4% | -38.0% | -43.2% |
| YTD | -31.0% | +3.8% | -34.7% | -32.0% |
| 1Y | +145.2% | +6.8% | +138.4% | +141.1% |
| 3Y | -24.1% | +45.6% | -69.6% | -28.4% |
| 5Y | -48.1% | +30.7% | -78.8% | -50.2% |
| All | -53.1% | +47.4% | -100.4% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling