+85.6%
XOP vs TCOM
+571.9%
-486.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.0% |
| 7D | +0.6% | -7.6% | +8.2% | +2.7% |
| 30D | +16.5% | -12.2% | +28.8% | +20.5% |
| 3M | +15.7% | -14.2% | +29.9% | +19.7% |
| 6M | +19.2% | -25.0% | +44.2% | +27.2% |
| YTD | +55.0% | -43.7% | +98.6% | +76.8% |
| 1Y | +54.2% | -44.5% | +98.7% | +76.4% |
| 3Y | +35.9% | +13.4% | +22.4% | +20.9% |
| 5Y | +162.4% | +26.5% | +135.9% | +106.2% |
| 10Y | +50.2% | -10.3% | +60.4% | +23.7% |
| All | +85.6% | +571.9% | -486.3% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TCOM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling