-10.9%
TLT vs XLP
+136.8%
-147.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | +0.1% |
| 7D | -1.0% | -0.5% | -0.5% | -1.1% |
| 30D | +4.1% | +8.3% | -4.2% | +4.6% |
| 3M | -0.4% | +8.7% | -9.0% | +0.1% |
| 6M | -3.2% | +11.2% | -14.3% | -2.5% |
| YTD | -3.5% | +20.0% | -23.5% | -2.2% |
| 1Y | -5.8% | +21.3% | -27.2% | -4.5% |
| 3Y | +4.6% | +43.8% | -39.3% | +8.7% |
| 5Y | -34.4% | +43.3% | -77.7% | -31.5% |
| All | -10.9% | +136.8% | -147.7% | -2.8% |
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