+131.2%
TLT vs XEL
+3,269.6%
-3,138.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.1% |
| 7D | -0.4% | -1.0% | +0.5% | -0.5% |
| 30D | -0.6% | -1.9% | +1.3% | -0.6% |
| 3M | -2.7% | -1.9% | -0.8% | -2.8% |
| 6M | -5.6% | -7.4% | +1.8% | -5.9% |
| YTD | -2.8% | +4.1% | -6.8% | -2.6% |
| 1Y | -1.4% | +8.0% | -9.5% | -1.0% |
| 3Y | -1.6% | +48.4% | -50.0% | +0.5% |
| 5Y | -33.8% | +27.2% | -61.1% | -32.9% |
| 10Y | -21.1% | +146.8% | -168.0% | -15.5% |
| All | +131.2% | +3,269.6% | -3,138.4% | +191.5% |
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