+887.0%
XOM vs TLT
+130.5%
+756.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -2.4% | +0.4% | -2.8% | -2.2% |
| 30D | +5.7% | -0.3% | +6.0% | +5.6% |
| 3M | +6.6% | -1.7% | +8.3% | +5.8% |
| 6M | +7.7% | -4.9% | +12.6% | +5.4% |
| YTD | +36.2% | -2.8% | +39.0% | +34.8% |
| 1Y | +50.5% | -4.2% | +54.7% | +48.0% |
| 3Y | +53.4% | -1.1% | +54.5% | +54.1% |
| 5Y | +254.2% | -33.7% | +287.9% | +184.5% |
| 10Y | +177.9% | -20.7% | +198.6% | +158.8% |
| All | +887.0% | +130.5% | +756.4% | +1,900.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling