+167.2%
XLE vs TPR
+383.4%
-216.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -12.0% | +14.2% | -26.2% | -15.3% |
| 30D | -2.7% | +17.1% | -19.8% | -7.2% |
| 3M | +6.6% | -17.7% | +24.3% | +11.2% |
| 6M | +9.5% | -10.2% | +19.7% | +10.6% |
| YTD | +40.6% | +4.9% | +35.6% | +33.8% |
| 1Y | +43.6% | +36.1% | +7.5% | +26.0% |
| 3Y | +58.1% | +416.5% | -358.4% | -14.5% |
| 5Y | +152.2% | +254.8% | -102.6% | +46.7% |
| All | +167.2% | +383.4% | -216.2% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling