+162.8%
XOP vs TD
+120.6%
+42.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.3% |
| 7D | +1.0% | -1.9% | +2.9% | +2.1% |
| 30D | +10.8% | -1.6% | +12.4% | +11.7% |
| 3M | +19.5% | +4.6% | +14.8% | +15.1% |
| 6M | +21.6% | +26.8% | -5.2% | +1.6% |
| YTD | +55.8% | +28.3% | +27.5% | +28.7% |
| 1Y | +54.6% | +60.4% | -5.8% | +7.5% |
| 3Y | +36.6% | +125.7% | -89.1% | -29.6% |
| All | +162.8% | +120.6% | +42.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling