+125.1%
TLT vs XLF
+423.0%
-297.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.3% |
| 7D | -3.1% | +2.7% | -5.8% | -2.7% |
| 30D | +1.0% | +7.6% | -6.6% | +2.3% |
| 3M | -2.7% | +1.1% | -3.8% | -2.5% |
| 6M | -4.1% | +15.9% | -20.0% | -1.8% |
| YTD | -5.4% | +8.4% | -13.8% | -4.0% |
| 1Y | -7.0% | +12.5% | -19.5% | -5.1% |
| 3Y | +2.8% | +81.6% | -78.7% | +14.2% |
| 5Y | -35.4% | +59.3% | -94.6% | -29.4% |
| 10Y | -13.1% | +225.4% | -238.6% | +11.4% |
| All | +125.1% | +423.0% | -297.9% | +255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling