+47.8%
XOM vs TLT
-7.4%
+55.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.1% |
| 7D | +2.8% | -3.1% | +5.9% | -0.3% |
| 30D | -3.6% | +1.0% | -4.7% | -2.5% |
| 3M | +8.2% | -2.7% | +11.0% | +4.9% |
| 6M | +14.0% | -4.1% | +18.2% | +9.3% |
| YTD | +44.6% | -5.4% | +50.0% | +37.2% |
| 1Y | +47.8% | -7.0% | +54.8% | +40.2% |
| All | +47.8% | -7.4% | +55.2% | +40.2% |
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