+46.6%
XLE vs TPR
+29.9%
+16.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.4% |
| 7D | +4.4% | -1.1% | +5.5% | +4.2% |
| 30D | -4.3% | +15.1% | -19.4% | -2.6% |
| 3M | +6.0% | -13.4% | +19.4% | +5.1% |
| 6M | +13.2% | +1.4% | +11.9% | +14.6% |
| YTD | +46.7% | +4.8% | +42.0% | +48.9% |
| 1Y | +46.6% | +29.2% | +17.4% | +45.2% |
| All | +46.6% | +29.9% | +16.7% | +45.2% |
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 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