+125.1%
TLT vs XLI
+1,091.9%
-966.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.5% |
| 7D | -3.1% | +3.8% | -6.9% | -2.3% |
| 30D | +1.0% | +1.0% | 0.0% | +1.3% |
| 3M | -2.7% | -8.9% | +6.2% | -4.6% |
| 6M | -4.1% | -2.3% | -1.9% | -4.5% |
| YTD | -5.4% | +9.7% | -15.0% | -3.2% |
| 1Y | -7.0% | +12.3% | -19.3% | -4.3% |
| 3Y | +2.8% | +71.5% | -68.6% | +17.4% |
| 5Y | -35.4% | +70.2% | -105.5% | -26.0% |
| 10Y | -13.1% | +227.5% | -240.6% | +23.5% |
| All | +125.1% | +1,091.9% | -966.8% | +379.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling