+87.4%
TLT vs XRT
+552.1%
-464.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.6% | +0.5% |
| 7D | +0.3% | +2.5% | -2.2% | +0.6% |
| 30D | +5.1% | +10.3% | -5.2% | +6.5% |
| 3M | -0.2% | +2.4% | -2.6% | +0.1% |
| 6M | -2.9% | +10.0% | -12.9% | -1.6% |
| YTD | -2.7% | +9.5% | -12.2% | -1.4% |
| 1Y | -4.6% | +17.2% | -21.8% | -2.4% |
| 3Y | +6.1% | +62.0% | -55.9% | +14.7% |
| 5Y | -35.1% | -2.1% | -33.0% | -35.4% |
| 10Y | -12.5% | +152.6% | -165.0% | +11.1% |
| All | +87.4% | +552.1% | -464.7% | +207.2% |
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