-35.1%
TLT vs XEL
+50.9%
-86.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | +2.2% | +9.2% | -7.0% | +0.8% |
| 3M | -1.7% | +4.5% | -6.3% | -2.4% |
| 6M | -4.0% | +3.6% | -7.6% | -4.6% |
| YTD | -4.9% | +12.9% | -17.8% | -6.8% |
| 1Y | -7.4% | +4.1% | -11.5% | -8.1% |
| 3Y | +3.0% | +52.3% | -49.3% | -3.8% |
| 5Y | -35.1% | +51.6% | -86.7% | -35.7% |
| All | -35.1% | +50.9% | -86.0% | -35.7% |
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