+225.7%
XLE vs TE
-41.1%
+266.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.0% | -8.9% | +0.8% |
| 7D | 0.0% | +18.2% | -18.2% | -0.6% |
| 30D | +12.6% | -13.5% | +26.1% | +13.1% |
| 3M | +11.8% | -44.6% | +56.4% | +13.6% |
| 6M | +16.1% | -24.7% | +40.8% | +15.1% |
| YTD | +46.9% | -24.3% | +71.1% | +44.6% |
| 1Y | +53.3% | +155.6% | -102.3% | +38.2% |
| 3Y | +54.9% | -18.3% | +73.2% | +43.8% |
| 5Y | +225.7% | -41.3% | +267.0% | +203.3% |
| All | +225.7% | -41.1% | +266.8% | +203.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling