+215.1%
XLF vs TER
+1,060.7%
-845.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | +1.2% | +24.0% | -22.7% | -3.0% |
| 30D | +6.2% | -30.6% | +36.8% | +12.8% |
| 3M | +0.9% | -34.5% | +35.3% | +7.4% |
| 6M | +13.6% | -26.4% | +40.0% | +14.4% |
| YTD | +7.6% | +36.4% | -28.8% | -9.5% |
| 1Y | +10.2% | +47.4% | -37.2% | -9.4% |
| 3Y | +79.8% | +202.6% | -122.7% | +11.7% |
| 5Y | +58.0% | +83.9% | -25.9% | +9.2% |
| All | +215.1% | +1,060.7% | -845.5% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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