+55.0%
XOP vs TDG
+547.7%
-492.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | +2.6% | -1.9% | +4.5% | +3.5% |
| 30D | +9.6% | -7.7% | +17.3% | +13.7% |
| 3M | +20.4% | -9.3% | +29.7% | +24.9% |
| 6M | +19.9% | -9.4% | +29.3% | +22.0% |
| YTD | +56.4% | -14.3% | +70.7% | +62.6% |
| 1Y | +52.4% | -11.8% | +64.3% | +55.6% |
| 3Y | +39.9% | +52.0% | -12.1% | +1.5% |
| 5Y | +163.7% | +128.8% | +34.9% | +47.7% |
| All | +55.0% | +547.7% | -492.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling