-20.7%
TLT vs XRT
+123.1%
-143.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | -0.1% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -0.3% | -5.6% | +5.3% | -0.6% |
| 3M | -1.7% | +2.5% | -4.3% | -1.6% |
| 6M | -4.9% | +3.7% | -8.6% | -4.7% |
| YTD | -2.8% | +1.0% | -3.8% | -2.7% |
| 1Y | -4.2% | -1.2% | -3.0% | -4.2% |
| 3Y | -1.1% | +43.4% | -44.5% | +1.9% |
| 5Y | -33.7% | -0.7% | -33.0% | -34.6% |
| 10Y | -20.7% | +123.7% | -144.4% | -3.1% |
| All | -20.7% | +123.1% | -143.8% | -3.1% |
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