+163.9%
XLE vs TPR
+386.9%
-222.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -6.7% | +12.1% | -18.8% | -9.7% |
| 30D | -4.4% | +16.7% | -21.1% | -8.7% |
| 3M | +4.0% | -17.4% | +21.4% | +8.4% |
| 6M | +13.2% | +2.3% | +10.9% | +10.3% |
| YTD | +41.9% | +7.1% | +34.8% | +34.3% |
| 1Y | +41.6% | +29.5% | +12.1% | +26.3% |
| 3Y | +64.0% | +415.0% | -351.1% | -11.1% |
| 5Y | +158.1% | +261.5% | -103.4% | +49.4% |
| 10Y | +163.9% | +383.3% | -219.4% | +19.4% |
| All | +163.9% | +386.9% | -222.9% | +19.4% |
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