+82.5%
XOP vs TCOM
+580.7%
-498.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +2.6% | -9.5% | +12.1% | +5.2% |
| 30D | +15.4% | -10.7% | +26.2% | +18.8% |
| 3M | +12.1% | -14.6% | +26.7% | +16.1% |
| 6M | +19.7% | -19.3% | +39.0% | +25.2% |
| YTD | +52.4% | -42.9% | +95.3% | +73.3% |
| 1Y | +47.6% | -43.8% | +91.3% | +68.3% |
| 3Y | +34.4% | +2.1% | +32.3% | +23.1% |
| 5Y | +154.4% | +31.2% | +123.2% | +97.7% |
| 10Y | +54.7% | -13.9% | +68.6% | +28.8% |
| All | +82.5% | +580.7% | -498.1% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling