+43.4%
XLP vs TE
+22.4%
+21.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.5% |
| 7D | -0.5% | -22.0% | +21.4% | -0.8% |
| 30D | +8.3% | -33.6% | +42.0% | +7.9% |
| 3M | +8.7% | -61.1% | +69.8% | +7.8% |
| 6M | +11.2% | -64.7% | +75.9% | +10.1% |
| YTD | +20.0% | -68.1% | +88.1% | +18.9% |
| 1Y | +21.3% | -51.7% | +73.0% | +20.1% |
| All | +43.4% | +22.4% | +21.0% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling