+74.6%
TLT vs XHB
+173.9%
-99.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | -0.4% | -1.3% | +0.9% | -0.5% |
| 30D | -0.6% | -6.9% | +6.3% | -1.1% |
| 3M | -2.7% | -1.3% | -1.5% | -2.8% |
| 6M | -5.6% | -6.8% | +1.2% | -6.1% |
| YTD | -2.8% | +0.7% | -3.5% | -2.6% |
| 1Y | -1.4% | -11.2% | +9.8% | -2.2% |
| 3Y | -1.6% | +25.3% | -26.9% | +1.2% |
| 5Y | -33.8% | +37.3% | -71.1% | -31.1% |
| 10Y | -21.1% | +211.5% | -232.7% | -6.1% |
| All | +74.6% | +173.9% | -99.3% | +150.3% |
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