+86.6%
XOP vs TDY
+1,671.0%
-1,584.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.6% |
| 7D | +1.0% | -1.8% | +2.8% | +2.1% |
| 30D | +10.8% | -13.8% | +24.6% | +21.5% |
| 3M | +19.5% | -3.9% | +23.3% | +21.3% |
| 6M | +21.6% | -9.0% | +30.6% | +26.2% |
| YTD | +55.8% | +16.5% | +39.3% | +36.9% |
| 1Y | +54.6% | +9.3% | +45.4% | +40.8% |
| 3Y | +36.6% | +45.1% | -8.5% | +0.9% |
| 5Y | +160.6% | +35.0% | +125.7% | +97.6% |
| 10Y | +56.2% | +469.0% | -412.8% | -53.5% |
| All | +86.6% | +1,671.0% | -1,584.4% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling