+204.0%
XOM vs TLT
-12.2%
+216.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.2% |
| 7D | +2.7% | -2.7% | +5.4% | +1.4% |
| 30D | -2.5% | +2.2% | -4.6% | -1.5% |
| 3M | +7.0% | -1.7% | +8.7% | +6.2% |
| 6M | +14.2% | -4.0% | +18.2% | +12.5% |
| YTD | +43.9% | -4.9% | +48.9% | +41.3% |
| 1Y | +47.9% | -7.4% | +55.3% | +43.6% |
| 3Y | +80.6% | +3.0% | +77.6% | +86.0% |
| 5Y | +212.8% | -35.1% | +247.9% | +139.4% |
| All | +204.0% | -12.2% | +216.2% | +171.8% |
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