+9.1%
XLF vs TE
+132.3%
-123.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | 0.0% | -4.0% | +4.0% | 0.0% |
| 30D | +0.2% | -15.9% | +16.1% | +0.3% |
| 3M | +11.7% | -60.5% | +72.3% | +12.8% |
| 6M | +13.8% | -35.2% | +49.0% | +13.6% |
| YTD | +7.0% | -31.1% | +38.1% | +6.4% |
| 1Y | +9.1% | +148.6% | -139.5% | +8.4% |
| All | +9.1% | +132.3% | -123.2% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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