+87.2%
TLT vs XRT
+514.3%
-427.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.3% |
| 7D | -0.4% | +0.8% | -1.2% | -0.3% |
| 30D | -0.6% | -4.2% | +3.6% | -1.1% |
| 3M | -2.7% | +5.1% | -7.8% | -2.0% |
| 6M | -5.6% | +2.4% | -8.0% | -5.3% |
| YTD | -2.8% | +3.2% | -6.0% | -2.3% |
| 1Y | -1.4% | +1.5% | -3.0% | -1.1% |
| 3Y | -1.6% | +40.6% | -42.1% | +4.2% |
| 5Y | -33.8% | -1.0% | -32.8% | -33.7% |
| 10Y | -21.1% | +128.4% | -149.6% | -1.5% |
| All | +87.2% | +514.3% | -427.1% | +204.4% |
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