-19.8%
TLT vs XOP
+52.9%
-72.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.5% |
| 7D | -0.3% | +1.0% | -1.2% | -0.2% |
| 30D | 0.0% | +10.8% | -10.9% | +0.9% |
| 3M | -2.9% | +19.5% | -22.3% | -1.2% |
| 6M | -6.3% | +21.6% | -27.8% | -4.3% |
| YTD | -3.3% | +55.8% | -59.2% | +0.9% |
| 1Y | -4.2% | +54.6% | -58.9% | 0.0% |
| 3Y | -1.7% | +36.6% | -38.3% | +2.1% |
| 5Y | -34.9% | +160.6% | -195.5% | -26.4% |
| 10Y | -19.8% | +56.2% | -76.1% | -6.2% |
| All | -19.8% | +52.9% | -72.7% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling