+8.6%
XLF vs TER
+222.9%
-214.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.3% |
| 7D | -2.9% | +9.4% | -12.3% | -3.0% |
| 30D | -1.6% | -2.4% | +0.8% | -1.6% |
| 3M | +9.3% | +6.5% | +2.7% | +8.3% |
| 6M | +14.6% | +23.2% | -8.6% | +12.0% |
| YTD | +4.7% | +91.5% | -86.7% | +1.1% |
| 1Y | +8.6% | +214.8% | -206.2% | +5.5% |
| All | +8.6% | +222.9% | -214.2% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling