-34.7%
TLT vs XLP
+43.0%
-77.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +0.5% | +3.5% | -2.9% | -0.1% |
| 30D | +6.0% | +11.6% | -5.5% | +4.0% |
| 3M | -0.9% | +7.6% | -8.6% | -2.2% |
| 6M | -2.6% | +10.0% | -12.6% | -4.3% |
| YTD | -3.1% | +19.7% | -22.8% | -6.3% |
| 1Y | -4.4% | +23.5% | -27.8% | -8.0% |
| 3Y | +5.5% | +44.0% | -38.5% | -0.6% |
| 5Y | -34.7% | +42.7% | -77.4% | -36.6% |
| All | -34.7% | +43.0% | -77.7% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling