+95.3%
TFC vs XOP
+58.4%
+36.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -2.5% | +1.6% | -4.1% | -3.2% |
| 30D | -2.8% | +9.6% | -12.4% | -6.8% |
| 3M | +2.1% | +16.9% | -14.8% | -5.3% |
| 6M | +10.1% | +24.0% | -13.9% | -2.0% |
| YTD | +5.4% | +56.2% | -50.8% | -16.0% |
| 1Y | +16.3% | +51.8% | -35.5% | -6.5% |
| 3Y | +95.9% | +37.0% | +58.9% | +62.7% |
| 5Y | +16.0% | +163.4% | -147.4% | -32.4% |
| All | +95.3% | +58.4% | +36.9% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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