+153.3%
XOP vs TDY
+39.0%
+114.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | +2.6% | -1.1% | +3.8% | +3.1% |
| 30D | +9.6% | -12.0% | +21.6% | +15.6% |
| 3M | +20.4% | -3.2% | +23.6% | +21.3% |
| 6M | +19.9% | -7.9% | +27.8% | +22.7% |
| YTD | +56.4% | +18.2% | +38.2% | +40.3% |
| 1Y | +52.4% | +6.7% | +45.8% | +43.7% |
| 3Y | +39.9% | +47.5% | -7.7% | +9.5% |
| All | +153.3% | +39.0% | +114.2% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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