+52.6%
XOM vs TLT
-5.4%
+58.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -3.9% |
| 7D | -7.0% | +1.0% | -8.0% | -6.1% |
| 30D | +3.2% | +6.0% | -2.8% | +9.3% |
| 3M | +10.7% | -0.9% | +11.6% | +9.2% |
| 6M | +11.6% | -2.3% | +13.9% | +9.1% |
| YTD | +43.5% | -3.3% | +46.8% | +39.1% |
| 1Y | +52.6% | -5.6% | +58.2% | +47.5% |
| All | +52.6% | -5.4% | +58.0% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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