+131.2%
TLT vs XLI
+1,134.5%
-1,003.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.3% |
| 7D | -0.4% | -1.1% | +0.6% | -0.7% |
| 30D | -0.6% | -5.9% | +5.4% | -1.9% |
| 3M | -2.7% | -0.3% | -2.5% | -2.7% |
| 6M | -5.6% | +0.1% | -5.8% | -5.5% |
| YTD | -2.8% | +13.6% | -16.4% | +0.2% |
| 1Y | -1.4% | +17.2% | -18.6% | +2.3% |
| 3Y | -1.6% | +68.2% | -69.8% | +11.6% |
| 5Y | -33.8% | +80.7% | -114.5% | -23.2% |
| 10Y | -21.1% | +253.3% | -274.4% | +14.2% |
| All | +131.2% | +1,134.5% | -1,003.2% | +396.0% |
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