-1.1%
TLT vs XYZ
+43.0%
-44.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.1% |
| 7D | +0.4% | +2.9% | -2.4% | +0.3% |
| 30D | -0.3% | +1.4% | -1.7% | -0.4% |
| 3M | -1.7% | +14.6% | -16.3% | -2.4% |
| 6M | -4.9% | +20.8% | -25.7% | -5.8% |
| YTD | -2.8% | +23.1% | -25.9% | -3.9% |
| 1Y | -4.2% | +5.6% | -9.9% | -4.7% |
| 3Y | -1.1% | +50.9% | -52.0% | -10.2% |
| All | -1.1% | +43.0% | -44.1% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling