+110.5%
XLF vs TE
-52.9%
+163.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | -1.2% | -5.9% | +4.8% | -1.0% |
| 3M | +9.2% | -45.6% | +54.8% | +11.5% |
| 6M | +16.3% | -43.4% | +59.7% | +17.1% |
| YTD | +5.4% | -31.0% | +36.4% | +4.2% |
| 1Y | +7.6% | +145.2% | -137.6% | -3.2% |
| 3Y | +74.2% | -24.1% | +98.3% | +60.4% |
| 5Y | +66.1% | -48.1% | +114.3% | +53.0% |
| All | +110.5% | -52.9% | +163.3% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling