+41.0%
XLE vs TER
+30.8%
+10.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.7% | -12.2% | +0.7% |
| 7D | -7.9% | -5.8% | -2.1% | -8.0% |
| 30D | -4.8% | -38.9% | +34.1% | -6.1% |
| 3M | +8.4% | -35.1% | +43.5% | +7.2% |
| 6M | +12.7% | -31.6% | +44.2% | +12.4% |
| YTD | +41.3% | +27.2% | +14.0% | +36.2% |
| All | +41.0% | +30.8% | +10.2% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling