-34.6%
TLT vs XLE
+150.1%
-184.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -12.0% | +12.1% | -0.8% |
| 30D | +6.2% | -2.7% | +8.9% | +6.0% |
| 3M | -0.3% | +6.6% | -6.9% | +0.2% |
| 6M | -3.4% | +9.5% | -12.9% | -2.6% |
| YTD | -3.1% | +40.6% | -43.7% | -0.8% |
| 1Y | -5.2% | +43.6% | -48.8% | -2.9% |
| 3Y | +6.5% | +58.1% | -51.6% | +9.9% |
| All | -34.6% | +150.1% | -184.7% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling