+154.0%
XEL vs TPR
+299.5%
-145.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.6% |
| 7D | +0.9% | -7.3% | +8.2% | +1.5% |
| 30D | -0.9% | -30.7% | +29.8% | +2.0% |
| 3M | -1.4% | -21.6% | +20.2% | +0.3% |
| 6M | -5.8% | -21.3% | +15.5% | -4.3% |
| YTD | +4.7% | -10.2% | +14.9% | +5.0% |
| 1Y | +9.1% | +9.5% | -0.5% | +7.3% |
| 3Y | +47.8% | +280.8% | -232.9% | +27.3% |
| 5Y | +29.0% | +218.7% | -189.7% | +11.0% |
| 10Y | +154.0% | +306.7% | -152.7% | +78.1% |
| All | +154.0% | +299.5% | -145.5% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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