-5.2%
TLT vs XLP
+22.3%
-27.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +6.2% | +10.3% | -4.1% | +4.7% |
| 3M | -0.3% | +6.5% | -6.9% | -1.4% |
| 6M | -3.4% | +8.4% | -11.7% | -4.5% |
| YTD | -3.1% | +18.2% | -21.3% | -4.0% |
| 1Y | -5.2% | +22.4% | -27.6% | -6.6% |
| All | -5.2% | +22.3% | -27.5% | -6.6% |
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 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