-5.6%
TLT vs XLE
+50.1%
-55.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +0.2% |
| 7D | +1.0% | -7.2% | +8.2% | +0.1% |
| 30D | +6.0% | +0.1% | +5.9% | +6.2% |
| 3M | -0.9% | +9.2% | -10.1% | +0.5% |
| 6M | -2.3% | +8.4% | -10.6% | -0.8% |
| YTD | -3.3% | +44.9% | -48.2% | -1.2% |
| 1Y | -5.6% | +49.9% | -55.5% | -3.1% |
| All | -5.6% | +50.1% | -55.7% | -3.1% |
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