+74.9%
XOM vs TLT
+3.8%
+71.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | -0.4% |
| 7D | -7.3% | -0.3% | -7.0% | -7.4% |
| 30D | -2.6% | +3.7% | -6.4% | -1.9% |
| 3M | +3.6% | -0.7% | +4.3% | +3.5% |
| 6M | +15.3% | -4.2% | +19.5% | +14.7% |
| YTD | +39.4% | -4.0% | +43.4% | +38.7% |
| 1Y | +43.2% | -5.8% | +49.0% | +42.3% |
| 3Y | +74.9% | +4.1% | +70.8% | +78.4% |
| All | +74.9% | +3.8% | +71.1% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling