-5.6%
TLT vs XOP
+45.9%
-51.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.2% | +0.1% |
| 7D | +1.0% | -10.5% | +11.5% | -0.2% |
| 30D | +6.0% | -4.3% | +10.4% | +5.6% |
| 3M | -0.9% | +4.7% | -5.6% | -0.1% |
| 6M | -2.3% | -0.1% | -2.2% | -1.7% |
| YTD | -3.3% | +43.8% | -47.2% | -1.6% |
| 1Y | -5.6% | +45.3% | -50.9% | -3.9% |
| All | -5.6% | +45.9% | -51.5% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 1y: compounded portfolio wealth divided by compounded XOP 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…
1y analysis · Full analysis span regression · 6 months rolling