+61.6%
XLU vs TPR
+403.8%
-342.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | +5.6% | +15.1% | -9.5% | +4.3% |
| 3M | +0.7% | +3.5% | -2.8% | +0.3% |
| 6M | -0.1% | +0.4% | -0.5% | -0.6% |
| YTD | +5.3% | +4.6% | +0.7% | +3.9% |
| 1Y | +2.2% | +33.1% | -30.9% | -1.7% |
| 3Y | +61.6% | +396.0% | -334.4% | +23.5% |
| All | +61.6% | +403.8% | -342.1% | +23.5% |
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