-10.2%
TLT vs XYZ
+655.2%
-665.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.4% |
| 7D | -3.1% | -1.1% | -2.0% | -3.1% |
| 30D | +1.0% | +11.5% | -10.5% | +1.1% |
| 3M | -2.7% | +1.8% | -4.5% | -2.7% |
| 6M | -4.1% | +21.2% | -25.4% | -4.1% |
| YTD | -5.4% | +29.9% | -35.3% | -5.2% |
| 1Y | -7.0% | +35.8% | -42.8% | -6.8% |
| 3Y | +2.8% | +62.6% | -59.8% | +3.6% |
| 5Y | -35.4% | -62.8% | +27.4% | -37.0% |
| 10Y | -13.1% | +612.0% | -625.1% | -3.9% |
| All | -10.2% | +655.2% | -665.4% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling