+2.8%
TLT vs XLU
+60.0%
-57.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.6% |
| 7D | -3.1% | +2.1% | -5.2% | -3.6% |
| 30D | +1.0% | +5.6% | -4.5% | -0.3% |
| 3M | -2.7% | +0.7% | -3.5% | -3.0% |
| 6M | -4.1% | -0.1% | -4.1% | -4.3% |
| YTD | -5.4% | +5.3% | -10.7% | -6.8% |
| 1Y | -7.0% | +2.2% | -9.2% | -7.7% |
| 3Y | +2.8% | +61.6% | -58.8% | -14.0% |
| All | +2.8% | +60.0% | -57.2% | -14.0% |
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