+58.1%
XLE vs TE
-36.2%
+94.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.1% |
| 7D | -12.0% | -12.6% | +0.6% | -11.8% |
| 30D | -2.7% | -36.7% | +34.0% | -2.1% |
| 3M | +6.6% | -57.5% | +64.1% | +8.0% |
| 6M | +9.5% | -55.2% | +64.8% | +9.7% |
| YTD | +40.6% | -64.7% | +105.2% | +40.8% |
| 1Y | +43.6% | -35.9% | +79.5% | +39.9% |
| 3Y | +58.1% | -31.8% | +89.9% | +41.9% |
| All | +58.1% | -36.2% | +94.3% | +41.9% |
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