-34.9%
TLT vs XLF
+65.1%
-99.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -0.3% | -1.0% | +0.8% | -0.3% |
| 30D | 0.0% | -1.3% | +1.3% | 0.0% |
| 3M | -2.9% | +9.1% | -12.0% | -2.8% |
| 6M | -6.3% | +14.4% | -20.6% | -6.2% |
| YTD | -3.3% | +5.1% | -8.4% | -3.4% |
| 1Y | -4.2% | +8.6% | -12.8% | -4.2% |
| 3Y | -1.7% | +74.4% | -76.1% | -0.5% |
| 5Y | -34.9% | +64.4% | -99.2% | -35.4% |
| All | -34.9% | +65.1% | -99.9% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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