+43.8%
XLU vs TPR
+225.0%
-181.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.9% |
| 7D | +0.6% | -7.3% | +7.9% | +1.2% |
| 30D | -0.4% | -30.7% | +30.3% | +2.4% |
| 3M | -1.7% | -21.6% | +19.9% | -0.1% |
| 6M | -7.1% | -21.3% | +14.2% | -5.7% |
| YTD | +1.9% | -10.2% | +12.1% | +2.1% |
| 1Y | +6.1% | +9.5% | -3.4% | +4.3% |
| 3Y | +48.8% | +280.8% | -232.0% | +29.6% |
| 5Y | +43.8% | +218.7% | -174.9% | +24.2% |
| All | +43.8% | +225.0% | -181.2% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling