+43.3%
XOP vs TCOM
+26.7%
+16.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.9% |
| 7D | +6.3% | -1.8% | +8.1% | +6.5% |
| 30D | -6.6% | +12.1% | -18.7% | -7.3% |
| 3M | +3.6% | -3.2% | +6.8% | +3.8% |
| 6M | +10.8% | -16.6% | +27.4% | +12.3% |
| YTD | +48.3% | -39.4% | +87.7% | +54.8% |
| 1Y | +42.9% | -41.5% | +84.5% | +49.9% |
| 3Y | +43.3% | +24.4% | +18.9% | +40.8% |
| All | +43.3% | +26.7% | +16.6% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling