+128.4%
TLT vs XLE
+979.4%
-851.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.3% |
| 7D | -0.3% | -6.7% | +6.4% | -1.3% |
| 30D | +3.7% | -4.4% | +8.1% | +3.1% |
| 3M | -0.7% | +4.0% | -4.6% | 0.0% |
| 6M | -4.2% | +13.2% | -17.4% | -2.2% |
| YTD | -4.0% | +41.9% | -45.9% | +1.6% |
| 1Y | -5.8% | +41.6% | -47.5% | -0.4% |
| 3Y | +4.1% | +64.0% | -59.9% | +13.3% |
| 5Y | -34.8% | +158.1% | -192.9% | -22.4% |
| 10Y | -12.3% | +163.9% | -176.3% | +9.3% |
| All | +128.4% | +979.4% | -851.0% | +268.0% |
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