+1,024.7%
XLE vs TER
+1,829.6%
-804.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.8% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +11.8% | -8.3% | +20.1% | +13.0% |
| 3M | +9.8% | -12.2% | +22.0% | +9.7% |
| 6M | +15.6% | +17.1% | -1.5% | +7.2% |
| YTD | +45.3% | +84.7% | -39.4% | +23.0% |
| 1Y | +48.3% | +199.9% | -151.6% | +13.2% |
| 3Y | +55.4% | +232.8% | -177.3% | +11.7% |
| 5Y | +216.1% | +198.6% | +17.5% | +124.3% |
| 10Y | +178.4% | +1,669.7% | -1,491.3% | +38.2% |
| All | +1,024.7% | +1,829.6% | -804.9% | +333.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling