+82.5%
XOP vs TD
+938.2%
-855.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | +0.4% |
| 7D | +2.6% | +0.3% | +2.3% | +2.2% |
| 30D | +15.4% | +0.4% | +15.1% | +14.6% |
| 3M | +12.1% | +7.6% | +4.4% | +3.6% |
| 6M | +19.7% | +25.0% | -5.3% | -5.3% |
| YTD | +52.4% | +31.0% | +21.4% | +15.0% |
| 1Y | +47.6% | +65.2% | -17.6% | -10.8% |
| 3Y | +34.4% | +122.5% | -88.1% | -40.6% |
| 5Y | +154.4% | +124.8% | +29.6% | +10.8% |
| 10Y | +54.7% | +298.2% | -243.5% | -57.2% |
| All | +82.5% | +938.2% | -855.7% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling