+125.1%
TLT vs XEL
+3,561.0%
-3,435.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | -3.1% | +2.4% | -5.5% | -3.0% |
| 30D | +1.0% | +8.3% | -7.2% | +1.3% |
| 3M | -2.7% | +4.2% | -6.9% | -2.6% |
| 6M | -4.1% | +3.7% | -7.9% | -4.0% |
| YTD | -5.4% | +13.1% | -18.4% | -4.9% |
| 1Y | -7.0% | +5.0% | -12.0% | -6.8% |
| 3Y | +2.8% | +55.0% | -52.1% | +5.1% |
| 5Y | -35.4% | +51.8% | -87.2% | -33.8% |
| 10Y | -13.1% | +185.6% | -198.7% | -6.1% |
| All | +125.1% | +3,561.0% | -3,435.9% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling