-33.7%
TLT vs XLB
+35.6%
-69.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 3M | -1.7% | +4.4% | -6.1% | -2.2% |
| 6M | -4.9% | +5.0% | -9.9% | -5.4% |
| YTD | -2.8% | +15.5% | -18.3% | -4.1% |
| 1Y | -4.2% | +14.9% | -19.1% | -5.5% |
| 3Y | -1.1% | +34.5% | -35.6% | -3.8% |
| 5Y | -33.7% | +36.5% | -70.3% | -35.5% |
| All | -33.7% | +35.6% | -69.4% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling