-27.7%
TOST vs XOP
+94.3%
-122.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.5% | +3.1% |
| 7D | 0.0% | +6.3% | -6.3% | -2.5% |
| 30D | +16.2% | -6.6% | +22.8% | +18.7% |
| 3M | -1.5% | +3.6% | -5.1% | -4.3% |
| 6M | +55.3% | +10.8% | +44.6% | +44.8% |
| YTD | -2.3% | +48.3% | -50.6% | -23.1% |
| 1Y | -5.5% | +42.9% | -48.5% | -24.3% |
| 3Y | +151.1% | +43.3% | +107.8% | +95.8% |
| All | -27.7% | +94.3% | -122.0% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling