-11.8%
TLT vs XLE
+170.5%
-182.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.8% | +0.3% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +3.7% | -4.0% | +7.7% | +3.2% |
| 3M | -0.8% | +4.6% | -5.4% | -0.2% |
| 6M | -3.6% | +12.3% | -15.9% | -2.1% |
| YTD | -3.9% | +44.5% | -48.5% | +0.6% |
| 1Y | -6.2% | +42.4% | -48.6% | -2.0% |
| 3Y | +4.2% | +67.0% | -62.9% | +11.4% |
| 5Y | -34.7% | +161.9% | -196.6% | -24.5% |
| 10Y | -11.8% | +173.9% | -185.7% | +4.5% |
| All | -11.8% | +170.5% | -182.3% | +4.5% |
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