+130.4%
TLT vs XLE
+969.1%
-838.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -12.0% | +12.1% | -1.8% |
| 30D | +6.2% | -2.7% | +8.9% | +5.8% |
| 3M | -0.3% | +6.6% | -6.9% | +0.7% |
| 6M | -3.4% | +9.5% | -12.9% | -1.8% |
| YTD | -3.1% | +40.6% | -43.7% | +2.3% |
| 1Y | -5.2% | +43.6% | -48.8% | +0.5% |
| 3Y | +6.5% | +58.1% | -51.6% | +15.3% |
| 5Y | -34.7% | +152.2% | -186.9% | -22.6% |
| 10Y | -17.6% | +172.9% | -190.6% | +3.4% |
| All | +130.4% | +969.1% | -838.7% | +270.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling