+44.0%
XLP vs TE
-82.5%
+126.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.5% | +1.4% |
| 7D | +2.5% | -19.1% | +21.6% | +2.5% |
| 30D | +7.3% | -34.1% | +41.4% | +7.3% |
| 3M | +8.1% | -60.1% | +68.2% | +8.1% |
| 6M | +10.5% | -66.0% | +76.4% | +10.1% |
| YTD | +21.2% | -71.4% | +92.6% | +20.7% |
| 1Y | +22.7% | -45.3% | +68.0% | +21.2% |
| 3Y | +44.8% | +9.1% | +35.7% | +39.7% |
| All | +44.0% | -82.5% | +126.5% | +45.2% |
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 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