-20.8%
TLT vs XHB
+210.4%
-231.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -1.1% |
| 7D | -1.6% | -5.2% | +3.7% | -1.5% |
| 30D | -1.3% | -12.1% | +10.8% | -1.1% |
| 3M | -3.7% | -6.2% | +2.5% | -3.6% |
| 6M | -6.4% | -6.7% | +0.4% | -6.2% |
| YTD | -4.5% | -5.5% | +1.0% | -4.4% |
| 1Y | -5.9% | -15.6% | +9.8% | -5.7% |
| 3Y | -2.8% | +22.0% | -24.8% | -1.9% |
| 5Y | -35.1% | +31.8% | -66.9% | -34.8% |
| All | -20.8% | +210.4% | -231.2% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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