+135.9%
XLU vs TPR
+327.7%
-191.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.6% |
| 7D | -1.6% | -3.0% | +1.4% | -1.2% |
| 30D | -3.3% | -22.6% | +19.3% | -0.3% |
| 3M | -3.2% | -18.2% | +15.0% | -1.0% |
| 6M | -7.0% | -18.0% | +11.0% | -5.2% |
| YTD | +0.6% | -6.4% | +7.0% | +0.5% |
| 1Y | +2.4% | +12.3% | -9.9% | -0.5% |
| 3Y | +46.3% | +298.7% | -252.4% | +16.3% |
| 5Y | +44.0% | +232.5% | -188.5% | +14.4% |
| All | +135.9% | +327.7% | -191.9% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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