+96.7%
TFC vs XOP
+36.7%
+60.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.7% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | -2.5% | +16.5% | -19.0% | -7.7% |
| 3M | +4.5% | +15.7% | -11.2% | -1.2% |
| 6M | +11.0% | +19.2% | -8.2% | +1.9% |
| YTD | +5.9% | +55.0% | -49.1% | -15.1% |
| 1Y | +14.6% | +54.2% | -39.6% | -8.5% |
| 3Y | +96.7% | +35.9% | +60.9% | +60.7% |
| All | +96.7% | +36.7% | +60.0% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling