+70.0%
TLT vs XHB
+172.3%
-102.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.4% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +1.0% | +9.9% | -8.9% | +1.8% |
| 3M | -2.7% | -6.3% | +3.6% | -3.2% |
| 6M | -4.1% | +3.8% | -8.0% | -3.8% |
| YTD | -5.4% | +0.1% | -5.5% | -5.2% |
| 1Y | -7.0% | -0.8% | -6.2% | -6.9% |
| 3Y | +2.8% | +35.6% | -32.8% | +6.7% |
| 5Y | -35.4% | +29.6% | -64.9% | -33.2% |
| 10Y | -13.1% | +237.5% | -250.6% | +4.6% |
| All | +70.0% | +172.3% | -102.3% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling