+163.9%
XLE vs TER
+1,026.7%
-862.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.7% | -12.2% | -1.6% |
| 7D | -7.9% | -5.8% | -2.1% | -7.3% |
| 30D | -4.8% | -38.9% | +34.1% | +2.8% |
| 3M | +8.4% | -35.1% | +43.5% | +14.8% |
| 6M | +12.7% | -31.6% | +44.2% | +15.1% |
| YTD | +41.3% | +27.2% | +14.0% | +21.7% |
| 1Y | +42.3% | +35.2% | +7.1% | +20.4% |
| 3Y | +65.1% | +192.8% | -127.7% | +6.4% |
| 5Y | +150.2% | +72.4% | +77.8% | +78.3% |
| 10Y | +163.9% | +1,001.8% | -837.9% | +17.8% |
| All | +163.9% | +1,026.7% | -862.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling