+643.6%
XLU vs TDY
+7,056.0%
-6,412.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -1.6% | -1.1% | -0.5% | -1.4% |
| 30D | -3.3% | -12.0% | +8.7% | -1.3% |
| 3M | -3.2% | -3.2% | 0.0% | -2.8% |
| 6M | -7.0% | -7.9% | +0.9% | -5.9% |
| YTD | +0.6% | +18.2% | -17.6% | -2.5% |
| 1Y | +2.4% | +6.7% | -4.2% | +0.8% |
| 3Y | +46.3% | +47.5% | -1.3% | +35.8% |
| 5Y | +44.0% | +39.5% | +4.5% | +34.1% |
| 10Y | +140.1% | +477.2% | -337.1% | +79.1% |
| All | +643.6% | +7,056.0% | -6,412.4% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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