+14.5%
TFC vs XOP
+165.6%
-151.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -1.3% | +1.0% | -2.3% | -1.7% |
| 30D | -2.3% | +10.8% | -13.2% | -6.2% |
| 3M | +2.5% | +19.5% | -17.0% | -4.8% |
| 6M | +9.5% | +21.6% | -12.1% | -0.4% |
| YTD | +5.1% | +55.8% | -50.8% | -14.6% |
| 1Y | +15.5% | +54.6% | -39.2% | -6.2% |
| 3Y | +95.2% | +36.6% | +58.5% | +64.2% |
| 5Y | +14.5% | +160.6% | -146.2% | -31.9% |
| All | +14.5% | +165.6% | -151.1% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling