-5.6%
TLT vs XLP
+24.3%
-29.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.2% |
| 7D | +1.0% | +5.9% | -4.9% | 0.0% |
| 30D | +6.0% | +13.5% | -7.4% | +4.1% |
| 3M | -0.9% | +8.4% | -9.3% | -2.2% |
| 6M | -2.3% | +11.5% | -13.8% | -3.9% |
| YTD | -3.3% | +20.6% | -24.0% | -4.4% |
| 1Y | -5.6% | +24.3% | -29.9% | -6.9% |
| All | -5.6% | +24.3% | -29.9% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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