-12.2%
TLT vs XLB
+164.1%
-176.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.6% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +2.2% | +5.3% | -3.1% | +2.7% |
| 3M | -1.7% | 0.0% | -1.7% | -1.7% |
| 6M | -4.0% | +1.2% | -5.2% | -3.8% |
| YTD | -4.9% | +16.9% | -21.8% | -3.3% |
| 1Y | -7.4% | +20.9% | -28.3% | -5.4% |
| 3Y | +3.0% | +43.3% | -40.3% | +8.2% |
| 5Y | -35.1% | +28.3% | -63.4% | -33.2% |
| All | -12.2% | +164.1% | -176.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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