+73.6%
XLP vs TE
-78.8%
+152.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.1% |
| 7D | +2.3% | -26.9% | +29.2% | +2.3% |
| 30D | +9.1% | -38.9% | +48.0% | +9.1% |
| 3M | +7.9% | -61.0% | +68.9% | +7.9% |
| 6M | +9.6% | -66.4% | +76.0% | +9.4% |
| YTD | +19.4% | -69.0% | +88.5% | +19.0% |
| 1Y | +22.4% | -54.0% | +76.4% | +21.3% |
| 3Y | +43.2% | +38.0% | +5.2% | +37.8% |
| 5Y | +42.6% | -81.0% | +123.5% | +42.9% |
| All | +73.6% | -78.8% | +152.5% | +88.6% |
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