+70.0%
XLE vs TER
+188.5%
-118.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.2% |
| 7D | +5.4% | +14.4% | -8.9% | +4.6% |
| 30D | -3.9% | -30.6% | +26.6% | -2.5% |
| 3M | +7.0% | -39.2% | +46.2% | +9.1% |
| 6M | +14.2% | -31.3% | +45.5% | +14.7% |
| YTD | +48.2% | +29.1% | +19.1% | +36.7% |
| 1Y | +47.7% | +47.4% | +0.2% | +33.9% |
| 3Y | +70.0% | +191.2% | -121.2% | +27.2% |
| All | +70.0% | +188.5% | -118.5% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling