-12.2%
TLT vs XYZ
+578.7%
-590.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -1.5% |
| 7D | -2.7% | -2.1% | -0.6% | -2.7% |
| 30D | +2.2% | +7.0% | -4.9% | +2.2% |
| 3M | -1.7% | +5.1% | -6.8% | -1.7% |
| 6M | -4.0% | +14.1% | -18.0% | -3.9% |
| YTD | -4.9% | +26.4% | -31.3% | -4.9% |
| 1Y | -7.4% | +25.1% | -32.5% | -7.3% |
| 3Y | +3.0% | +59.7% | -56.7% | +3.7% |
| 5Y | -35.1% | -63.8% | +28.7% | -36.9% |
| All | -12.2% | +578.7% | -590.9% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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