-34.7%
TLT vs XLI
+72.7%
-107.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | +3.7% | +1.1% | +2.6% | +3.6% |
| 3M | -0.8% | -7.7% | +6.9% | -0.3% |
| 6M | -3.6% | -1.8% | -1.7% | -3.5% |
| YTD | -3.9% | +11.1% | -15.0% | -4.5% |
| 1Y | -6.2% | +12.1% | -18.3% | -6.8% |
| 3Y | +4.2% | +73.8% | -69.7% | +1.0% |
| 5Y | -34.7% | +73.8% | -108.4% | -38.3% |
| All | -34.7% | +72.7% | -107.4% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling