+3.3%
XLU vs TPR
+9.7%
-6.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | -1.2% | -5.1% | +3.9% | -0.9% |
| 30D | -2.5% | -27.6% | +25.0% | -0.9% |
| 3M | -2.7% | -17.5% | +14.7% | -2.2% |
| 6M | -7.5% | -21.3% | +13.9% | -6.6% |
| YTD | +0.9% | -8.5% | +9.4% | +0.4% |
| 1Y | +3.3% | +11.5% | -8.2% | +0.8% |
| All | +3.3% | +9.7% | -6.4% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling