-25.1%
TGT vs XOP
+158.8%
-183.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -5.2% | +2.6% | -7.9% | -5.9% |
| 30D | +1.2% | +9.6% | -8.4% | -1.4% |
| 3M | +18.4% | +20.4% | -2.0% | +12.1% |
| 6M | +33.4% | +19.9% | +13.5% | +25.5% |
| YTD | +63.8% | +56.4% | +7.4% | +41.5% |
| 1Y | +77.2% | +52.4% | +24.7% | +53.8% |
| 3Y | +41.8% | +39.9% | +1.9% | +24.0% |
| All | -25.1% | +158.8% | -183.9% | -41.3% |
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 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