+100.4%
XLB vs TE
-53.0%
+153.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.4% |
| 7D | -1.4% | -4.0% | +2.6% | -1.2% |
| 30D | -0.4% | -15.9% | +15.5% | +0.4% |
| 3M | +2.0% | -60.5% | +62.5% | +6.2% |
| 6M | +1.8% | -35.2% | +37.0% | +2.0% |
| YTD | +16.6% | -31.1% | +47.7% | +15.5% |
| 1Y | +16.9% | +148.6% | -131.7% | +4.2% |
| 3Y | +32.6% | -26.4% | +59.0% | +22.9% |
| 5Y | +35.6% | -48.0% | +83.7% | +26.5% |
| All | +100.4% | -53.0% | +153.3% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling