-21.7%
TLT vs XLP
+101.8%
-123.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.1% |
| 7D | -0.4% | -1.0% | +0.6% | -0.5% |
| 30D | -0.6% | -0.9% | +0.3% | -0.6% |
| 3M | -2.7% | +3.8% | -6.5% | -2.5% |
| 6M | -5.6% | -1.7% | -3.9% | -5.7% |
| YTD | -2.8% | +10.3% | -13.0% | -2.1% |
| 1Y | -1.4% | +7.8% | -9.2% | -0.9% |
| 3Y | -1.6% | +27.2% | -28.8% | +0.9% |
| 5Y | -33.8% | +32.5% | -66.3% | -31.4% |
| All | -21.7% | +101.8% | -123.5% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling