+43.6%
XLU vs TLN
+574.4%
-530.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.5% |
| 30D | -3.3% | -14.3% | +11.0% | -1.9% |
| 3M | -3.2% | -9.3% | +6.1% | -2.6% |
| 6M | -7.0% | -1.1% | -5.9% | -7.5% |
| YTD | +0.6% | -16.6% | +17.2% | +1.3% |
| 1Y | +2.4% | -22.0% | +24.4% | +3.5% |
| 3Y | +46.3% | +470.2% | -423.9% | +25.7% |
| All | +43.6% | +574.4% | -530.7% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling