+94.7%
XLB vs TE
-52.9%
+147.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.8% | +0.2% | -3.1% | -2.9% |
| 30D | -3.1% | -5.9% | +2.8% | -2.9% |
| 3M | -0.2% | -45.6% | +45.4% | +2.3% |
| 6M | +3.1% | -43.4% | +46.4% | +4.1% |
| YTD | +13.3% | -31.0% | +44.3% | +12.1% |
| 1Y | +12.0% | +145.2% | -133.2% | -0.1% |
| 3Y | +31.4% | -24.1% | +55.5% | +21.4% |
| 5Y | +33.9% | -48.1% | +82.1% | +24.9% |
| All | +94.7% | -52.9% | +147.5% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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