+185.3%
XLE vs TE
-49.8%
+235.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +0.9% |
| 7D | +0.3% | +15.0% | -14.7% | -0.2% |
| 30D | +8.5% | -7.5% | +16.1% | +8.7% |
| 3M | +14.6% | -42.0% | +56.6% | +16.3% |
| 6M | +17.6% | -31.4% | +49.0% | +17.0% |
| YTD | +48.1% | -26.5% | +74.6% | +45.8% |
| 1Y | +53.8% | +153.1% | -99.3% | +37.7% |
| 3Y | +56.2% | -20.7% | +76.9% | +44.1% |
| 5Y | +227.7% | -45.4% | +273.2% | +200.3% |
| All | +185.3% | -49.8% | +235.1% | +141.5% |
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