+85.1%
TLT vs XRT
+549.2%
-464.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.0% | -1.4% | +0.4% | -1.2% |
| 30D | +3.7% | +9.8% | -6.1% | +5.0% |
| 3M | -0.8% | +3.3% | -4.0% | -0.3% |
| 6M | -3.6% | +13.6% | -17.2% | -1.9% |
| YTD | -3.9% | +9.1% | -13.0% | -2.7% |
| 1Y | -6.2% | +15.1% | -21.3% | -4.3% |
| 3Y | +4.2% | +59.9% | -55.8% | +12.4% |
| 5Y | -34.7% | -1.7% | -32.9% | -34.9% |
| 10Y | -11.8% | +141.1% | -152.9% | +10.9% |
| All | +85.1% | +549.2% | -464.1% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling