+60.3%
XLP vs TE
-53.0%
+113.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -1.0% | -4.0% | +2.9% | -1.0% |
| 30D | -0.9% | -15.9% | +15.0% | -0.9% |
| 3M | +3.8% | -60.5% | +64.4% | +4.1% |
| 6M | -1.7% | -35.2% | +33.5% | -1.9% |
| YTD | +10.3% | -31.1% | +41.4% | +9.8% |
| 1Y | +7.8% | +148.6% | -140.9% | +5.6% |
| 3Y | +27.2% | -26.4% | +53.6% | +26.9% |
| 5Y | +32.5% | -48.0% | +80.5% | +32.6% |
| All | +60.3% | -53.0% | +113.2% | +74.1% |
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