+234.7%
TMUS vs XOP
+47.9%
+186.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +5.3% | -10.0% | +15.4% | +7.0% |
| 30D | +13.5% | -9.1% | +22.6% | +15.0% |
| 3M | -4.2% | +5.1% | -9.3% | -5.2% |
| 6M | -11.9% | +6.4% | -18.3% | -13.1% |
| YTD | -15.6% | +39.7% | -55.3% | -20.4% |
| 1Y | -16.8% | +37.2% | -54.0% | -21.4% |
| 3Y | +20.8% | +37.6% | -16.8% | +12.4% |
| 5Y | +48.0% | +76.5% | -28.5% | +29.0% |
| 10Y | +234.7% | +42.6% | +192.1% | +166.7% |
| All | +234.7% | +47.9% | +186.8% | +166.7% |
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