+290.7%
T vs XLU
+633.0%
-342.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | -1.3% | +0.8% | -2.1% | -1.8% |
| 30D | +11.4% | -1.3% | +12.7% | +12.3% |
| 3M | +14.3% | -1.3% | +15.6% | +15.4% |
| 6M | -9.3% | -7.6% | -1.6% | -4.2% |
| YTD | +7.1% | +2.3% | +4.8% | +4.9% |
| 1Y | -9.1% | +5.8% | -14.9% | -13.4% |
| 3Y | +105.3% | +50.5% | +54.8% | +49.4% |
| 5Y | +66.8% | +44.1% | +22.7% | +23.1% |
| 10Y | +66.8% | +138.2% | -71.4% | -20.5% |
| All | +290.7% | +633.0% | -342.3% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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