+130.7%
XLI vs TE
-52.9%
+183.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | -7.3% | -5.9% | -1.3% | -7.1% |
| 3M | -1.3% | -45.6% | +44.2% | +1.1% |
| 6M | +2.2% | -43.4% | +45.6% | +3.4% |
| YTD | +11.7% | -31.0% | +42.7% | +10.9% |
| 1Y | +14.3% | +145.2% | -131.0% | +3.2% |
| 3Y | +70.3% | -24.1% | +94.4% | +57.3% |
| 5Y | +82.3% | -48.1% | +130.5% | +69.8% |
| All | +130.7% | -52.9% | +183.5% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling