-5.6%
TLT vs XLI
+12.2%
-17.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | +6.0% | -0.4% | +6.4% | +6.1% |
| 3M | -0.9% | -8.8% | +7.9% | +0.5% |
| 6M | -2.3% | -0.4% | -1.9% | -2.3% |
| YTD | -3.3% | +10.1% | -13.4% | -4.5% |
| 1Y | -5.6% | +12.3% | -17.9% | -7.1% |
| All | -5.6% | +12.2% | -17.8% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling