+663.1%
XLE vs TPR
+8,117.6%
-7,454.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.1% | -10.0% | -4.9% |
| 7D | -10.3% | +13.9% | -24.2% | -13.6% |
| 30D | -3.3% | +14.9% | -18.2% | -7.3% |
| 3M | +8.2% | -15.4% | +23.6% | +11.9% |
| 6M | +5.0% | -4.5% | +9.5% | +4.1% |
| YTD | +40.6% | +6.0% | +34.6% | +33.9% |
| 1Y | +45.0% | +24.3% | +20.7% | +31.4% |
| 3Y | +56.3% | +412.8% | -356.5% | -9.7% |
| 5Y | +152.2% | +258.4% | -106.2% | +54.4% |
| 10Y | +173.0% | +396.8% | -223.8% | +35.8% |
| All | +663.1% | +8,117.6% | -7,454.5% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling