+48.3%
XLE vs TE
+132.3%
-84.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.8% |
| 7D | +2.2% | -4.0% | +6.2% | +2.1% |
| 30D | +11.8% | -15.9% | +27.7% | +11.5% |
| 3M | +9.8% | -60.5% | +70.4% | +8.6% |
| 6M | +15.6% | -35.2% | +50.8% | +15.5% |
| YTD | +45.3% | -31.1% | +76.4% | +45.0% |
| 1Y | +48.3% | +148.6% | -100.3% | +52.1% |
| All | +48.3% | +132.3% | -84.0% | +52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling