+34.5%
XLB vs TE
-20.2%
+54.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.0% | -11.0% | -1.3% |
| 7D | -0.2% | +18.2% | -18.5% | -0.9% |
| 30D | -1.7% | -13.5% | +11.8% | -1.3% |
| 3M | +4.4% | -44.6% | +48.9% | +6.0% |
| 6M | +5.0% | -24.7% | +29.7% | +4.6% |
| YTD | +15.5% | -24.3% | +39.7% | +14.4% |
| 1Y | +14.9% | +155.6% | -140.6% | +6.0% |
| 3Y | +34.5% | -18.3% | +52.8% | +40.1% |
| All | +34.5% | -20.2% | +54.7% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling