-10.9%
TLT vs XRT
+139.8%
-150.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.0% | -1.4% | +0.4% | -1.1% |
| 30D | +4.1% | +9.8% | -5.7% | +4.6% |
| 3M | -0.4% | +3.3% | -3.6% | -0.2% |
| 6M | -3.2% | +13.6% | -16.8% | -2.5% |
| YTD | -3.5% | +9.1% | -12.6% | -3.1% |
| 1Y | -5.8% | +15.1% | -20.9% | -5.1% |
| 3Y | +4.6% | +59.9% | -55.4% | +8.4% |
| 5Y | -34.4% | -1.7% | -32.7% | -36.0% |
| All | -10.9% | +139.8% | -150.7% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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