+110.7%
XLF vs TE
-48.3%
+158.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.0% | -11.4% | -1.8% |
| 7D | +0.2% | +18.2% | -18.0% | -0.7% |
| 30D | -0.5% | -13.5% | +13.0% | 0.0% |
| 3M | +10.6% | -44.6% | +55.2% | +12.9% |
| 6M | +14.3% | -24.7% | +39.0% | +13.3% |
| YTD | +5.5% | -24.3% | +29.8% | +3.9% |
| 1Y | +9.6% | +155.6% | -146.0% | -1.6% |
| 3Y | +75.2% | -18.3% | +93.4% | +60.9% |
| 5Y | +65.5% | -41.3% | +106.8% | +51.5% |
| All | +110.7% | -48.3% | +158.9% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling