+56.7%
TOST vs XOP
+33.7%
+23.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -3.4% | +2.6% | -6.0% | -4.3% |
| 30D | -2.4% | +15.4% | -17.9% | -7.4% |
| 3M | +34.6% | +12.1% | +22.6% | +28.3% |
| 6M | +15.2% | +19.7% | -4.5% | +5.0% |
| YTD | -4.4% | +52.4% | -56.8% | -23.4% |
| 1Y | -17.4% | +47.6% | -65.0% | -33.1% |
| All | +56.7% | +33.7% | +23.0% | +27.2% |
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