-19.7%
TSCO vs XOP
+36.3%
-55.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.7% | +2.6% | -8.3% | -6.0% |
| 30D | -8.8% | +9.6% | -18.4% | -9.9% |
| 3M | +6.3% | +20.4% | -14.0% | +3.4% |
| 6M | -32.3% | +19.9% | -52.2% | -34.5% |
| YTD | -32.7% | +56.4% | -89.1% | -38.9% |
| 1Y | -43.7% | +52.4% | -96.1% | -48.7% |
| 3Y | -19.7% | +39.9% | -59.5% | -27.5% |
| All | -19.7% | +36.3% | -55.9% | -27.5% |
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