+73.3%
TLT vs XHB
+175.0%
-101.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.0% | -4.1% | +3.1% | -1.3% |
| 30D | +4.1% | +9.6% | -5.5% | +4.9% |
| 3M | -0.4% | -6.0% | +5.7% | -0.8% |
| 6M | -3.2% | +2.2% | -5.4% | -2.9% |
| YTD | -3.5% | +1.1% | -4.7% | -3.3% |
| 1Y | -5.8% | -1.7% | -4.1% | -5.8% |
| 3Y | +4.6% | +36.5% | -31.9% | +8.6% |
| 5Y | -34.4% | +33.5% | -67.9% | -32.0% |
| 10Y | -11.4% | +240.9% | -252.4% | +6.7% |
| All | +73.3% | +175.0% | -101.8% | +148.6% |
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