+188.0%
XEL vs TPR
+364.3%
-176.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | +8.3% | +15.1% | -6.8% | +7.0% |
| 3M | +4.2% | +3.5% | +0.6% | +3.7% |
| 6M | +3.7% | +0.4% | +3.3% | +3.3% |
| YTD | +13.1% | +4.6% | +8.5% | +11.8% |
| 1Y | +5.0% | +33.1% | -28.1% | +1.6% |
| 3Y | +55.0% | +396.0% | -341.0% | +30.2% |
| 5Y | +51.8% | +230.3% | -178.5% | +30.7% |
| All | +188.0% | +364.3% | -176.2% | +100.4% |
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