-1.1%
TLT vs XHB
+26.5%
-27.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.4% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | -0.3% | -9.1% | +8.8% | +1.4% |
| 3M | -1.7% | -2.3% | +0.6% | -1.5% |
| 6M | -4.9% | -4.1% | -0.8% | -4.5% |
| YTD | -2.8% | -1.7% | -1.1% | -3.0% |
| 1Y | -4.2% | -15.1% | +10.9% | -1.7% |
| 3Y | -1.1% | +26.8% | -27.9% | -15.5% |
| All | -1.1% | +26.5% | -27.6% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling