+226.9%
XLE vs TEL
+723.0%
-496.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +2.2% | +3.0% | -0.8% | +0.6% |
| 30D | +11.8% | -3.9% | +15.7% | +13.7% |
| 3M | +9.8% | -5.1% | +14.9% | +11.2% |
| 6M | +15.6% | +0.6% | +15.0% | +11.1% |
| YTD | +45.3% | -7.3% | +52.5% | +44.1% |
| 1Y | +48.3% | +1.1% | +47.2% | +39.0% |
| 3Y | +55.4% | +63.7% | -8.2% | +7.8% |
| 5Y | +216.1% | +50.7% | +165.4% | +122.2% |
| 10Y | +178.4% | +290.2% | -111.8% | +11.6% |
| All | +226.9% | +723.0% | -496.1% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling