+30.1%
XEL vs TPR
+230.0%
-199.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.3% | +1.7% |
| 7D | +1.3% | -3.4% | +4.7% | +1.4% |
| 30D | -1.5% | -27.3% | +25.8% | -0.5% |
| 3M | -0.2% | -16.2% | +16.0% | +0.3% |
| 6M | -5.4% | -17.9% | +12.5% | -5.0% |
| YTD | +5.6% | -7.1% | +12.8% | +5.7% |
| 1Y | +10.5% | +13.6% | -3.2% | +9.6% |
| 3Y | +49.2% | +293.7% | -244.6% | +39.8% |
| 5Y | +30.1% | +239.1% | -209.0% | +20.8% |
| All | +30.1% | +230.0% | -199.9% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling