+191.6%
XOM vs TLT
-20.6%
+212.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.1% |
| 7D | +1.9% | -1.6% | +3.4% | +1.1% |
| 30D | +4.1% | -1.3% | +5.4% | +3.5% |
| 3M | +10.4% | -3.7% | +14.1% | +8.7% |
| 6M | +13.0% | -6.4% | +19.4% | +10.2% |
| YTD | +40.1% | -4.5% | +44.5% | +37.8% |
| 1Y | +51.1% | -5.9% | +57.0% | +47.8% |
| 3Y | +57.7% | -2.8% | +60.5% | +57.1% |
| 5Y | +264.7% | -35.1% | +299.8% | +180.5% |
| All | +191.6% | -20.6% | +212.2% | +153.9% |
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