-4.0%
TLT vs XYZ
+14.1%
-18.1%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -1.1% |
| 7D | -2.7% | -2.1% | -0.6% | -2.5% |
| 30D | +2.2% | +7.0% | -4.9% | +1.4% |
| 3M | -1.7% | +5.1% | -6.8% | -2.4% |
| 6M | -4.0% | +14.1% | -18.0% | -5.4% |
| All | -4.0% | +14.1% | -18.1% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling