+77.6%
XOP vs TD
+963.8%
-886.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +6.3% | +1.1% | +5.2% | +5.3% |
| 30D | -6.6% | +5.2% | -11.8% | -11.3% |
| 3M | +3.6% | +1.2% | +2.3% | +1.2% |
| 6M | +10.8% | +17.7% | -7.0% | -6.9% |
| YTD | +48.3% | +34.2% | +14.0% | +8.5% |
| 1Y | +42.9% | +55.4% | -12.5% | -9.1% |
| 3Y | +43.3% | +130.4% | -87.1% | -38.9% |
| 5Y | +94.0% | +101.8% | -7.8% | -7.1% |
| 10Y | +53.7% | +301.9% | -248.1% | -58.2% |
| All | +77.6% | +963.8% | -886.2% | -75.7% |
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