-20.7%
TLT vs XLI
+260.4%
-281.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.3% |
| 7D | -1.6% | -1.7% | 0.0% | -1.8% |
| 30D | -1.1% | -7.3% | +6.1% | -2.1% |
| 3M | -4.9% | -1.3% | -3.5% | -5.0% |
| 6M | -5.0% | +2.2% | -7.3% | -4.6% |
| YTD | -4.4% | +11.7% | -16.1% | -2.7% |
| 1Y | -6.4% | +14.3% | -20.6% | -4.3% |
| 3Y | -2.0% | +70.3% | -72.3% | +7.4% |
| 5Y | -35.0% | +82.3% | -117.3% | -27.5% |
| All | -20.7% | +260.4% | -281.1% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling