+48.3%
XLE vs TPR
+18.6%
+29.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | -2.3% | +4.5% | +2.0% |
| 30D | +11.8% | -23.0% | +34.7% | +9.6% |
| 3M | +9.8% | -12.5% | +22.3% | +9.2% |
| 6M | +15.6% | -21.4% | +37.0% | +15.2% |
| YTD | +45.3% | -3.5% | +48.8% | +44.7% |
| 1Y | +48.3% | +17.4% | +31.0% | +48.8% |
| All | +48.3% | +18.6% | +29.7% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling