+131.2%
TLT vs XLU
+938.1%
-806.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.4% | +0.8% | -1.2% | -0.4% |
| 30D | -0.6% | -1.3% | +0.8% | -0.7% |
| 3M | -2.7% | -1.3% | -1.4% | -2.8% |
| 6M | -5.6% | -7.6% | +2.0% | -6.1% |
| YTD | -2.8% | +2.3% | -5.0% | -2.6% |
| 1Y | -1.4% | +5.8% | -7.2% | -1.0% |
| 3Y | -1.6% | +50.5% | -52.1% | +2.0% |
| 5Y | -33.8% | +44.1% | -77.9% | -31.5% |
| 10Y | -21.1% | +138.2% | -159.4% | -11.6% |
| All | +131.2% | +938.1% | -806.9% | +223.0% |
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