+110.7%
XLC vs TE
-80.5%
+191.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.2% |
| 7D | +3.7% | -19.1% | +22.8% | +4.8% |
| 30D | -1.9% | -34.1% | +32.2% | -0.2% |
| 3M | -3.1% | -60.1% | +57.0% | +0.9% |
| 6M | -6.4% | -66.0% | +59.6% | -3.4% |
| YTD | -6.8% | -71.4% | +64.6% | -4.3% |
| 1Y | -1.7% | -45.3% | +43.6% | -3.8% |
| 3Y | +64.7% | +9.1% | +55.5% | +40.8% |
| 5Y | +41.1% | -82.6% | +123.7% | +39.2% |
| All | +110.7% | -80.5% | +191.1% | +119.5% |
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