+169.7%
TFC vs XOP
+82.9%
+86.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +2.4% | +2.6% | -0.1% | +1.3% |
| 30D | -1.3% | +15.4% | -16.8% | -7.5% |
| 3M | +6.1% | +12.1% | -6.0% | +0.2% |
| 6M | +7.3% | +19.7% | -12.3% | -2.8% |
| YTD | +8.2% | +52.4% | -44.2% | -12.3% |
| 1Y | +14.4% | +47.6% | -33.1% | -6.3% |
| 3Y | +93.7% | +34.4% | +59.4% | +63.2% |
| 5Y | +16.4% | +154.4% | -138.0% | -29.5% |
| 10Y | +101.6% | +54.7% | +46.9% | +28.7% |
| All | +169.7% | +82.9% | +86.8% | +38.9% |
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 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