+131.4%
TLT vs XLB
+737.8%
-606.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.4% |
| 7D | +0.3% | -1.4% | +1.6% | +0.1% |
| 30D | +5.1% | +7.1% | -2.0% | +6.4% |
| 3M | -0.2% | +0.6% | -0.8% | -0.1% |
| 6M | -2.9% | +3.5% | -6.4% | -2.3% |
| YTD | -2.7% | +18.2% | -20.9% | +0.4% |
| 1Y | -4.6% | +25.6% | -30.2% | -0.4% |
| 3Y | +6.1% | +46.7% | -40.6% | +14.5% |
| 5Y | -35.1% | +30.9% | -66.0% | -31.2% |
| 10Y | -12.5% | +167.7% | -180.2% | +12.7% |
| All | +131.4% | +737.8% | -606.4% | +312.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling