-16.6%
TLT vs XLP
+126.4%
-143.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.1% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +6.2% | +10.3% | -4.1% | +6.8% |
| 3M | +0.1% | +6.5% | -6.5% | +0.4% |
| 6M | -3.0% | +8.4% | -11.3% | -2.5% |
| YTD | -2.7% | +18.2% | -20.9% | -1.6% |
| 1Y | -4.8% | +22.4% | -27.3% | -3.5% |
| 3Y | +6.9% | +41.9% | -35.0% | +10.8% |
| 5Y | -34.5% | +40.9% | -75.3% | -31.8% |
| All | -16.6% | +126.4% | -143.0% | -9.0% |
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