+425.8%
XLF vs TER
+1,226.3%
-800.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +1.9% | -8.9% | +10.8% | +3.6% |
| 30D | +6.5% | -39.1% | +45.6% | +18.3% |
| 3M | +1.2% | -32.8% | +33.9% | +8.5% |
| 6M | +14.6% | -31.7% | +46.3% | +18.2% |
| YTD | +7.7% | +26.9% | -19.2% | -7.9% |
| 1Y | +11.8% | +33.6% | -21.8% | -6.1% |
| 3Y | +80.1% | +181.5% | -101.4% | +16.1% |
| 5Y | +59.0% | +76.1% | -17.1% | +11.9% |
| 10Y | +224.2% | +1,006.2% | -782.0% | +32.0% |
| All | +425.8% | +1,226.3% | -800.4% | +39.4% |
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