+174.3%
XLE vs TPR
+321.0%
-146.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | -2.3% | +4.5% | +2.8% |
| 30D | +11.8% | -23.0% | +34.7% | +19.4% |
| 3M | +9.8% | -12.5% | +22.3% | +12.6% |
| 6M | +15.6% | -21.4% | +37.0% | +20.9% |
| YTD | +45.3% | -3.5% | +48.8% | +42.2% |
| 1Y | +48.3% | +17.4% | +31.0% | +35.7% |
| 3Y | +55.4% | +291.3% | -235.8% | -8.0% |
| 5Y | +216.1% | +241.9% | -25.8% | +85.1% |
| All | +174.3% | +321.0% | -146.7% | +24.2% |
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