+47.2%
XLU vs TLN
+602.5%
-555.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.6% |
| 7D | +2.1% | +10.9% | -8.8% | +1.0% |
| 30D | -0.4% | -6.3% | +5.9% | +0.2% |
| 3M | +0.5% | -10.7% | +11.2% | +1.2% |
| 6M | -5.8% | +1.6% | -7.4% | -6.6% |
| YTD | +3.1% | -13.1% | +16.2% | +3.4% |
| 1Y | +8.1% | -15.1% | +23.2% | +8.4% |
| 3Y | +50.5% | +495.0% | -444.5% | +28.8% |
| All | +47.2% | +602.5% | -555.3% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling