+309.1%
TMUS vs XOP
+52.0%
+257.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +3.1% | +16.5% | -13.4% | +0.7% |
| 3M | +2.4% | +15.7% | -13.3% | -0.1% |
| 6M | -17.1% | +19.2% | -36.3% | -19.6% |
| YTD | -9.1% | +55.0% | -64.0% | -15.6% |
| 1Y | -23.6% | +54.2% | -77.8% | -29.2% |
| 3Y | +38.8% | +35.9% | +3.0% | +29.7% |
| 5Y | +43.0% | +162.4% | -119.5% | +15.9% |
| 10Y | +309.1% | +50.2% | +258.9% | +220.0% |
| All | +309.1% | +52.0% | +257.1% | +220.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling