+988.5%
XLE vs TER
+1,049.8%
-61.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -15.2% | +12.3% | -0.4% |
| 7D | -10.3% | -28.2% | +17.9% | -5.3% |
| 30D | -3.3% | -50.6% | +47.2% | +8.4% |
| 3M | +8.2% | -45.3% | +53.5% | +18.3% |
| 6M | +5.0% | -40.4% | +45.4% | +10.3% |
| YTD | +40.6% | +10.0% | +30.5% | +28.8% |
| 1Y | +45.0% | +13.6% | +31.4% | +31.6% |
| 3Y | +56.3% | +145.2% | -88.9% | +16.8% |
| 5Y | +152.2% | +50.4% | +101.9% | +100.6% |
| 10Y | +173.0% | +882.9% | -709.9% | +48.4% |
| All | +988.5% | +1,049.8% | -61.3% | +353.2% |
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 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