+2,777.1%
TJX vs XOP
+87.1%
+2,690.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.3% |
| 7D | -4.0% | +1.0% | -4.9% | -4.2% |
| 30D | -20.3% | +10.8% | -31.2% | -22.3% |
| 3M | -23.3% | +19.5% | -42.7% | -26.7% |
| 6M | -19.7% | +21.6% | -41.3% | -24.2% |
| YTD | -17.1% | +55.8% | -73.0% | -26.5% |
| 1Y | -8.8% | +54.6% | -63.4% | -19.2% |
| 3Y | +43.4% | +36.6% | +6.8% | +28.4% |
| 5Y | +95.2% | +160.6% | -65.4% | +42.7% |
| 10Y | +288.1% | +56.2% | +231.8% | +186.5% |
| All | +2,777.1% | +87.1% | +2,690.0% | +1,588.3% |
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 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