+86.6%
XOP vs TDG
+12,533.7%
-12,447.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.4% |
| 7D | +1.0% | -2.4% | +3.4% | +2.2% |
| 30D | +10.8% | -8.0% | +18.8% | +15.5% |
| 3M | +19.5% | -10.5% | +29.9% | +24.9% |
| 6M | +21.6% | -11.9% | +33.5% | +25.8% |
| YTD | +55.8% | -15.4% | +71.2% | +63.4% |
| 1Y | +54.6% | -14.2% | +68.9% | +60.4% |
| 3Y | +36.6% | +51.0% | -14.4% | -0.2% |
| 5Y | +160.6% | +126.5% | +34.2% | +48.1% |
| 10Y | +56.2% | +535.6% | -479.3% | -51.7% |
| All | +86.6% | +12,533.7% | -12,447.1% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling