+46.0%
XOM vs TLT
-1.2%
+47.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.5% |
| 7D | +1.8% | -0.4% | +2.2% | +1.4% |
| 30D | +5.9% | -0.6% | +6.4% | +5.4% |
| 3M | +5.6% | -2.7% | +8.3% | +3.3% |
| 6M | +7.9% | -5.6% | +13.5% | +5.0% |
| YTD | +35.2% | -2.8% | +38.0% | +32.9% |
| 1Y | +46.0% | -1.4% | +47.4% | +44.0% |
| All | +46.0% | -1.2% | +47.2% | +44.0% |
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