+69.7%
XLC vs TE
-19.7%
+89.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.5% | -0.7% |
| 7D | +0.6% | +18.2% | -17.6% | +0.1% |
| 30D | +0.2% | -13.5% | +13.7% | +0.5% |
| 3M | +0.6% | -44.6% | +45.2% | +1.9% |
| 6M | -4.5% | -24.7% | +20.2% | -4.9% |
| YTD | -4.7% | -24.3% | +19.5% | -5.6% |
| 1Y | -1.7% | +155.6% | -157.2% | -8.2% |
| All | +69.7% | -19.7% | +89.4% | +68.3% |
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