-45.7%
TOST vs XOP
+147.8%
-193.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -3.4% | +2.6% | -6.0% | -4.6% |
| 30D | -2.4% | +15.4% | -17.9% | -8.7% |
| 3M | +34.6% | +12.1% | +22.6% | +26.6% |
| 6M | +15.2% | +19.7% | -4.5% | +3.5% |
| YTD | -4.4% | +52.4% | -56.8% | -24.7% |
| 1Y | -17.4% | +47.6% | -65.0% | -34.2% |
| 3Y | +54.5% | +34.4% | +20.1% | +26.5% |
| All | -45.7% | +147.8% | -193.5% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling