+422.3%
XLF vs TER
+1,829.6%
-1,407.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -2.1% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | +0.2% | -8.3% | +8.4% | +1.7% |
| 3M | +11.7% | -12.2% | +23.9% | +11.3% |
| 6M | +13.8% | +17.1% | -3.3% | +2.9% |
| YTD | +7.0% | +84.7% | -77.7% | -14.7% |
| 1Y | +9.1% | +199.9% | -190.8% | -24.6% |
| 3Y | +75.6% | +232.8% | -157.1% | +11.4% |
| 5Y | +66.4% | +198.6% | -132.1% | +4.5% |
| 10Y | +250.3% | +1,669.7% | -1,419.5% | +29.7% |
| All | +422.3% | +1,829.6% | -1,407.3% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling