-16.6%
TLT vs XLE
+169.9%
-186.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -12.0% | +12.1% | -1.3% |
| 30D | +6.2% | -2.7% | +8.9% | +5.9% |
| 3M | +0.1% | +6.6% | -6.5% | +0.9% |
| 6M | -3.0% | +9.5% | -12.5% | -1.7% |
| YTD | -2.7% | +40.6% | -43.3% | +1.5% |
| 1Y | -4.8% | +43.6% | -48.4% | -0.4% |
| 3Y | +6.9% | +58.1% | -51.2% | +13.7% |
| 5Y | -34.5% | +152.2% | -186.6% | -24.6% |
| All | -16.6% | +169.9% | -186.5% | -1.4% |
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