+205.4%
XOM vs TLT
-12.6%
+218.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.3% |
| 7D | +2.8% | -3.1% | +5.9% | +1.4% |
| 30D | -3.6% | +1.0% | -4.7% | -3.1% |
| 3M | +8.2% | -2.7% | +11.0% | +7.0% |
| 6M | +14.0% | -4.1% | +18.2% | +12.2% |
| YTD | +44.6% | -5.4% | +50.0% | +41.7% |
| 1Y | +47.8% | -7.0% | +54.8% | +43.7% |
| 3Y | +79.6% | +2.8% | +76.7% | +84.8% |
| 5Y | +214.3% | -35.4% | +249.6% | +140.1% |
| All | +205.4% | -12.6% | +218.0% | +172.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling