-20.7%
TLT vs XLB
+159.0%
-179.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | -0.1% |
| 7D | +0.4% | -0.2% | +0.7% | +0.4% |
| 30D | -0.3% | -1.7% | +1.4% | -0.5% |
| 3M | -1.7% | +4.4% | -6.1% | -1.3% |
| 6M | -4.9% | +5.0% | -9.9% | -4.4% |
| YTD | -2.8% | +15.5% | -18.3% | -1.2% |
| 1Y | -4.2% | +14.9% | -19.1% | -2.6% |
| 3Y | -1.1% | +34.5% | -35.6% | +2.8% |
| 5Y | -33.7% | +36.5% | -70.3% | -30.6% |
| 10Y | -20.7% | +159.6% | -180.3% | +0.8% |
| All | -20.7% | +159.0% | -179.6% | +0.8% |
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