+17.2%
XLI vs TE
+132.3%
-115.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -1.1% | -4.0% | +2.9% | -1.0% |
| 30D | -5.9% | -15.9% | +10.0% | -5.6% |
| 3M | -0.3% | -60.5% | +60.3% | +1.3% |
| 6M | +0.1% | -35.2% | +35.3% | +0.9% |
| YTD | +13.6% | -31.1% | +44.7% | +14.2% |
| 1Y | +17.2% | +148.6% | -131.5% | +20.5% |
| All | +17.2% | +132.3% | -115.1% | +20.5% |
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