+745.2%
XEL vs TPR
+8,066.7%
-7,321.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.4% |
| 7D | +0.7% | +6.4% | -5.7% | 0.0% |
| 30D | +9.3% | +13.8% | -4.4% | +7.7% |
| 3M | +5.3% | -16.6% | +21.9% | +7.0% |
| 6M | +2.2% | +0.7% | +1.5% | +1.6% |
| YTD | +12.3% | +5.3% | +7.0% | +10.7% |
| 1Y | +3.0% | +32.4% | -29.3% | -1.1% |
| 3Y | +51.6% | +406.4% | -354.8% | +21.9% |
| 5Y | +50.0% | +227.9% | -177.9% | +24.4% |
| 10Y | +183.8% | +371.7% | -187.9% | +106.0% |
| All | +745.2% | +8,066.7% | -7,321.5% | +363.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling