+162.5%
TFC vs XOP
+73.5%
+89.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.1% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | +7.8% | -7.3% | +15.0% | +10.8% |
| 3M | -3.0% | +1.4% | -4.4% | -4.3% |
| 6M | +5.8% | +7.8% | -1.9% | +0.8% |
| YTD | +5.3% | +44.5% | -39.2% | -13.3% |
| 1Y | +15.7% | +37.0% | -21.4% | -2.6% |
| 3Y | +94.8% | +40.8% | +54.0% | +59.9% |
| 5Y | 0.0% | +88.7% | -88.6% | -31.0% |
| 10Y | +79.0% | +49.9% | +29.2% | +15.5% |
| All | +162.5% | +73.5% | +89.0% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling