+225.7%
XLE vs TEL
+49.6%
+176.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.5% |
| 7D | 0.0% | -1.4% | +1.4% | +0.3% |
| 30D | +12.6% | -4.9% | +17.5% | +13.9% |
| 3M | +11.8% | +0.1% | +11.8% | +11.0% |
| 6M | +16.1% | +0.4% | +15.7% | +13.6% |
| YTD | +46.9% | -8.9% | +55.8% | +47.4% |
| 1Y | +53.3% | -0.3% | +53.6% | +47.6% |
| 3Y | +54.9% | +67.6% | -12.7% | +18.9% |
| 5Y | +225.7% | +50.7% | +175.0% | +151.9% |
| All | +225.7% | +49.6% | +176.1% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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