+35.0%
XLB vs TE
-43.0%
+78.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.9% |
| 7D | -2.9% | +15.0% | -17.9% | -3.7% |
| 30D | -3.4% | -7.5% | +4.2% | -3.1% |
| 3M | +1.6% | -42.0% | +43.6% | +3.7% |
| 6M | +3.6% | -31.4% | +35.1% | +3.5% |
| YTD | +14.2% | -26.5% | +40.7% | +12.7% |
| 1Y | +15.6% | +153.1% | -137.5% | +2.7% |
| 3Y | +33.1% | -20.7% | +53.8% | +23.9% |
| 5Y | +35.0% | -45.4% | +80.5% | +25.9% |
| All | +35.0% | -43.0% | +78.1% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling