-35.1%
TLT vs XEL
+27.8%
-62.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.0% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | -1.3% | -2.9% | +1.6% | -0.9% |
| 3M | -3.7% | -2.7% | -1.0% | -3.4% |
| 6M | -6.4% | -6.5% | +0.2% | -5.6% |
| YTD | -4.5% | +3.6% | -8.1% | -5.2% |
| 1Y | -5.9% | +7.5% | -13.4% | -7.2% |
| 3Y | -2.8% | +46.3% | -49.1% | -8.7% |
| 5Y | -35.1% | +30.5% | -65.6% | -37.3% |
| All | -35.1% | +27.8% | -62.8% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 5y: compounded portfolio wealth divided by compounded XEL 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…
5y analysis · Full analysis span regression · 6 months rolling