+87.2%
TLT vs XOP
+82.9%
+4.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.1% |
| 7D | -0.4% | +2.6% | -3.0% | -0.1% |
| 30D | -0.6% | +15.4% | -16.0% | +1.2% |
| 3M | -2.7% | +12.1% | -14.8% | -1.2% |
| 6M | -5.6% | +19.7% | -25.3% | -3.2% |
| YTD | -2.8% | +52.4% | -55.2% | +2.7% |
| 1Y | -1.4% | +47.6% | -49.0% | +3.8% |
| 3Y | -1.6% | +34.4% | -35.9% | +3.3% |
| 5Y | -33.8% | +154.4% | -188.2% | -22.9% |
| 10Y | -21.1% | +54.7% | -75.8% | -7.5% |
| All | +87.2% | +82.9% | +4.3% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling