+12.3%
XLI vs TE
-16.5%
+28.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.9% |
| 7D | +0.6% | +3.8% | -3.2% | +0.4% |
| 30D | -0.4% | -26.2% | +25.8% | +0.7% |
| 3M | -8.8% | -49.7% | +40.9% | -6.7% |
| 6M | -0.4% | -46.5% | +46.1% | +1.6% |
| YTD | +10.1% | -59.1% | +69.2% | +12.6% |
| 1Y | +12.3% | -25.8% | +38.1% | +12.1% |
| All | +12.3% | -16.5% | +28.8% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling