-20.7%
TLT vs XLE
+174.0%
-194.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.1% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -0.3% | +12.6% | -12.9% | +1.1% |
| 3M | -1.7% | +11.8% | -13.6% | -0.4% |
| 6M | -4.9% | +16.1% | -21.0% | -3.1% |
| YTD | -2.8% | +46.9% | -49.7% | +1.8% |
| 1Y | -4.2% | +53.3% | -57.5% | +0.9% |
| 3Y | -1.1% | +54.9% | -56.0% | +4.7% |
| 5Y | -33.7% | +225.7% | -259.4% | -21.1% |
| 10Y | -20.7% | +170.7% | -191.3% | -6.1% |
| All | -20.7% | +174.0% | -194.7% | -6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling