-11.8%
TLT vs XOP
+49.8%
-61.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | +0.3% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | +3.7% | -7.3% | +11.0% | +3.0% |
| 3M | -0.8% | +1.4% | -2.2% | -0.5% |
| 6M | -3.6% | +7.8% | -11.3% | -2.7% |
| YTD | -3.9% | +44.5% | -48.4% | -0.3% |
| 1Y | -6.2% | +37.0% | -43.3% | -3.1% |
| 3Y | +4.2% | +40.8% | -36.6% | +8.5% |
| 5Y | -34.7% | +88.7% | -123.3% | -28.7% |
| 10Y | -11.8% | +49.9% | -61.7% | +2.4% |
| All | -11.8% | +49.8% | -61.6% | +2.4% |
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