+63.2%
XLF vs TE
-48.4%
+111.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | 0.0% |
| 7D | -2.9% | +0.9% | -3.8% | -3.0% |
| 30D | -1.6% | -16.3% | +14.7% | -0.9% |
| 3M | +9.3% | -40.8% | +50.0% | +11.1% |
| 6M | +14.6% | -42.6% | +57.2% | +15.3% |
| YTD | +4.7% | -31.4% | +36.2% | +3.6% |
| 1Y | +8.6% | +144.9% | -136.3% | -2.5% |
| 3Y | +73.9% | -26.0% | +99.9% | +61.4% |
| All | +63.2% | -48.4% | +111.6% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling