+43.6%
XLE vs TER
+16.5%
+27.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | -12.0% | -20.5% | +8.5% | -12.4% |
| 30D | -2.7% | -47.0% | +44.3% | -4.3% |
| 3M | +6.6% | -43.3% | +49.9% | +5.2% |
| 6M | +9.5% | -42.9% | +52.4% | +9.0% |
| YTD | +40.6% | +12.9% | +27.7% | +35.7% |
| 1Y | +43.6% | +18.2% | +25.4% | +39.0% |
| All | +43.6% | +16.5% | +27.1% | +39.0% |
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