+48.2%
XLU vs TPR
+279.7%
-231.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.9% |
| 7D | +0.6% | -7.3% | +7.9% | +1.3% |
| 30D | -0.4% | -30.7% | +30.3% | +2.6% |
| 3M | -1.7% | -21.6% | +19.9% | 0.0% |
| 6M | -7.1% | -21.3% | +14.2% | -5.7% |
| YTD | +1.9% | -10.2% | +12.1% | +2.0% |
| 1Y | +6.1% | +9.5% | -3.4% | +3.8% |
| All | +48.2% | +279.7% | -231.6% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling