+33.6%
XLY vs TE
-26.8%
+60.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | -4.2% | -5.9% | +1.7% | -4.0% |
| 3M | -2.7% | -45.6% | +42.9% | -0.3% |
| 6M | -0.6% | -43.4% | +42.7% | +0.4% |
| YTD | -5.0% | -31.0% | +26.0% | -5.9% |
| 1Y | -4.1% | +145.2% | -149.3% | -14.1% |
| 3Y | +33.6% | -24.1% | +57.7% | +29.5% |
| All | +33.6% | -26.8% | +60.4% | +29.5% |
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