+125.1%
TLT vs XLU
+969.1%
-844.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.4% |
| 7D | -3.1% | +2.1% | -5.2% | -3.0% |
| 30D | +1.0% | +5.6% | -4.5% | +1.4% |
| 3M | -2.7% | +0.7% | -3.5% | -2.7% |
| 6M | -4.1% | -0.1% | -4.1% | -4.1% |
| YTD | -5.4% | +5.3% | -10.7% | -5.0% |
| 1Y | -7.0% | +2.2% | -9.2% | -6.8% |
| 3Y | +2.8% | +61.6% | -58.8% | +7.2% |
| 5Y | -35.4% | +53.6% | -88.9% | -32.7% |
| 10Y | -13.1% | +162.3% | -175.4% | -1.5% |
| All | +125.1% | +969.1% | -844.0% | +215.0% |
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 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