+153.3%
XOP vs TDG
+126.1%
+27.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +2.6% | -1.9% | +4.5% | +3.2% |
| 30D | +9.6% | -7.7% | +17.3% | +12.2% |
| 3M | +20.4% | -9.3% | +29.7% | +23.2% |
| 6M | +19.9% | -9.4% | +29.3% | +21.3% |
| YTD | +56.4% | -14.3% | +70.7% | +60.9% |
| 1Y | +52.4% | -11.8% | +64.3% | +54.4% |
| 3Y | +39.9% | +52.0% | -12.1% | +3.5% |
| All | +153.3% | +126.1% | +27.2% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling