+8.0%
TLT vs XYL
+449.8%
-441.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | 0.0% |
| 7D | -0.4% | -5.0% | +4.6% | -0.9% |
| 30D | -0.6% | -13.2% | +12.6% | -1.8% |
| 3M | -2.7% | -3.7% | +1.0% | -3.0% |
| 6M | -5.6% | -17.7% | +12.1% | -7.2% |
| YTD | -2.8% | -21.5% | +18.7% | -4.7% |
| 1Y | -1.4% | -24.5% | +23.1% | -3.7% |
| 3Y | -1.6% | +6.9% | -8.5% | +0.2% |
| 5Y | -33.8% | -18.1% | -15.7% | -35.0% |
| 10Y | -21.1% | +134.7% | -155.9% | -4.3% |
| All | +8.0% | +449.8% | -441.8% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling