+19.6%
TMO vs XOP
+36.3%
-16.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | +2.6% | -3.3% | -1.1% |
| 30D | +1.1% | +9.6% | -8.5% | -0.4% |
| 3M | +28.3% | +20.4% | +8.0% | +24.3% |
| 6M | +23.3% | +19.9% | +3.4% | +18.3% |
| YTD | +5.5% | +56.4% | -50.9% | -6.0% |
| 1Y | +24.5% | +52.4% | -27.9% | +11.6% |
| 3Y | +19.6% | +39.9% | -20.3% | +3.6% |
| All | +19.6% | +36.3% | -16.7% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling