+14.3%
XLI vs TE
+149.2%
-134.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.2% |
| 3M | -1.3% | -45.6% | +44.2% | -0.2% |
| 6M | +2.2% | -43.4% | +45.6% | +3.3% |
| YTD | +11.7% | -31.0% | +42.7% | +12.3% |
| 1Y | +14.3% | +145.2% | -131.0% | +17.9% |
| All | +14.3% | +149.2% | -134.9% | +17.9% |
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