+133.4%
XLI vs TE
-48.3%
+181.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.5% | -1.0% |
| 7D | +1.0% | +18.2% | -17.2% | 0.0% |
| 30D | -5.8% | -13.5% | +7.7% | -5.3% |
| 3M | +0.7% | -44.6% | +45.3% | +3.0% |
| 6M | +3.2% | -24.7% | +27.9% | +2.7% |
| YTD | +13.0% | -24.3% | +37.3% | +11.7% |
| 1Y | +16.8% | +155.6% | -138.8% | +5.3% |
| 3Y | +72.4% | -18.3% | +90.7% | +58.8% |
| 5Y | +82.8% | -41.3% | +124.1% | +69.2% |
| All | +133.4% | -48.3% | +181.7% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling