+910.4%
XOM vs TLT
+127.7%
+782.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | -0.8% |
| 7D | -7.3% | -0.3% | -7.0% | -7.4% |
| 30D | -2.6% | +3.7% | -6.4% | -0.7% |
| 3M | +3.6% | -0.7% | +4.3% | +3.4% |
| 6M | +15.3% | -4.2% | +19.5% | +13.2% |
| YTD | +39.4% | -4.0% | +43.4% | +37.3% |
| 1Y | +43.2% | -5.8% | +49.0% | +39.6% |
| 3Y | +74.9% | +4.1% | +70.8% | +81.0% |
| 5Y | +201.3% | -34.8% | +236.1% | +139.7% |
| 10Y | +188.5% | -12.3% | +200.8% | +184.5% |
| All | +910.4% | +127.7% | +782.6% | +1,936.3% |
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