+181.5%
XEL vs TPR
+386.9%
-205.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | +1.7% | +12.1% | -10.3% | +0.7% |
| 30D | +8.6% | +16.7% | -8.1% | +7.1% |
| 3M | +5.1% | -17.4% | +22.5% | +6.5% |
| 6M | +2.5% | +2.3% | +0.2% | +1.9% |
| YTD | +11.0% | +7.1% | +3.9% | +9.6% |
| 1Y | +2.7% | +29.5% | -26.7% | -0.3% |
| 3Y | +49.7% | +415.0% | -365.3% | +25.4% |
| 5Y | +46.1% | +261.5% | -215.4% | +24.6% |
| 10Y | +181.5% | +383.3% | -201.8% | +94.5% |
| All | +181.5% | +386.9% | -205.3% | +94.5% |
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