+80.4%
XLI vs TE
-49.6%
+130.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | -0.4% |
| 7D | -2.3% | +0.9% | -3.2% | -2.4% |
| 30D | -8.2% | -16.3% | +8.1% | -7.4% |
| 3M | +0.8% | -40.8% | +41.5% | +2.8% |
| 6M | +0.8% | -42.6% | +43.4% | +1.9% |
| YTD | +10.5% | -31.4% | +42.0% | +9.7% |
| 1Y | +14.1% | +144.9% | -130.8% | +2.6% |
| 3Y | +68.6% | -26.0% | +94.6% | +57.1% |
| 5Y | +80.4% | -48.5% | +128.9% | +68.3% |
| All | +80.4% | -49.6% | +130.0% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling