-44.5%
TOST vs XOP
+126.7%
-171.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +9.4% | -14.7% | +24.2% | +16.4% |
| 30D | +13.5% | -7.7% | +21.2% | +16.3% |
| 3M | -0.1% | +4.4% | -4.6% | -3.5% |
| 6M | +22.5% | +3.5% | +18.9% | +17.5% |
| YTD | -2.4% | +39.4% | -41.8% | -21.0% |
| 1Y | -4.7% | +39.8% | -44.5% | -23.1% |
| 3Y | +103.2% | +29.7% | +73.6% | +66.5% |
| 5Y | -41.2% | +78.6% | -119.8% | -61.5% |
| All | -44.5% | +126.7% | -171.2% | -63.7% |
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 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