-12.6%
TLT vs XOP
+53.9%
-66.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.3% |
| 7D | -3.1% | +6.3% | -9.4% | -2.6% |
| 30D | +1.0% | -6.6% | +7.6% | +0.5% |
| 3M | -2.7% | +3.6% | -6.3% | -2.3% |
| 6M | -4.1% | +10.8% | -14.9% | -3.0% |
| YTD | -5.4% | +48.3% | -53.6% | -1.6% |
| 1Y | -7.0% | +42.9% | -50.0% | -3.6% |
| 3Y | +2.8% | +43.3% | -40.5% | +7.3% |
| 5Y | -35.4% | +94.0% | -129.3% | -29.2% |
| All | -12.6% | +53.9% | -66.5% | +1.6% |
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