-1.4%
TLT vs XLE
+49.3%
-50.7%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | 0.0% |
| 7D | -0.4% | +2.2% | -2.6% | -0.1% |
| 30D | -0.6% | +11.8% | -12.4% | +1.1% |
| 3M | -2.7% | +9.8% | -12.6% | -1.2% |
| 6M | -5.6% | +15.6% | -21.2% | -3.6% |
| YTD | -2.8% | +45.3% | -48.0% | +1.2% |
| 1Y | -1.4% | +48.3% | -49.7% | +3.3% |
| All | -1.4% | +49.3% | -50.7% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 1y: compounded portfolio wealth divided by compounded XLE 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…
1y analysis · Full analysis span regression · 6 months rolling