-11.4%
TLT vs XYL
+104.0%
-115.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -1.0% | -5.9% | +4.9% | -1.3% |
| 30D | +4.1% | -7.3% | +11.4% | +3.8% |
| 3M | -0.4% | -22.5% | +22.1% | -1.7% |
| 6M | -3.2% | -14.4% | +11.3% | -3.8% |
| YTD | -3.5% | -29.4% | +25.9% | -5.3% |
| 1Y | -5.8% | -35.6% | +29.8% | -8.1% |
| 3Y | +4.6% | +0.3% | +4.3% | +6.1% |
| 5Y | -34.4% | -22.3% | -12.1% | -35.7% |
| 10Y | -11.4% | +103.2% | -114.7% | +5.3% |
| All | -11.4% | +104.0% | -115.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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