-0.9%
TLT vs XLU
+48.9%
-49.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | 0.0% | -0.4% | +0.4% | +0.1% |
| 3M | -2.9% | -1.7% | -1.1% | -2.5% |
| 6M | -6.3% | -7.1% | +0.9% | -4.6% |
| YTD | -3.3% | +1.9% | -5.3% | -4.1% |
| 1Y | -4.2% | +6.1% | -10.3% | -6.1% |
| All | -0.9% | +48.9% | -49.9% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling