+131.2%
TLT vs XLB
+726.1%
-594.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.1% |
| 7D | -0.4% | -1.4% | +1.0% | -0.7% |
| 30D | -0.6% | -0.4% | -0.2% | -0.6% |
| 3M | -2.7% | +2.0% | -4.7% | -2.4% |
| 6M | -5.6% | +1.8% | -7.5% | -5.3% |
| YTD | -2.8% | +16.6% | -19.4% | +0.1% |
| 1Y | -1.4% | +16.9% | -18.4% | +1.6% |
| 3Y | -1.6% | +32.6% | -34.1% | +4.1% |
| 5Y | -33.8% | +35.6% | -69.5% | -29.2% |
| 10Y | -21.1% | +160.0% | -181.2% | +1.0% |
| All | +131.2% | +726.1% | -594.9% | +311.4% |
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