+179.8%
XLE vs TE
-53.0%
+232.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | +2.2% | -4.0% | +6.2% | +2.3% |
| 30D | +11.8% | -15.9% | +27.7% | +12.4% |
| 3M | +9.8% | -60.5% | +70.4% | +13.3% |
| 6M | +15.6% | -35.2% | +50.8% | +15.3% |
| YTD | +45.3% | -31.1% | +76.4% | +43.4% |
| 1Y | +48.3% | +148.6% | -100.3% | +32.7% |
| 3Y | +55.4% | -26.4% | +81.8% | +43.9% |
| 5Y | +216.1% | -48.0% | +264.1% | +189.8% |
| All | +179.8% | -53.0% | +232.8% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling