+55.0%
XOP vs TKO
+989.7%
-934.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +2.6% | +2.3% | +0.3% | +1.9% |
| 30D | +9.6% | -2.5% | +12.1% | +10.1% |
| 3M | +20.4% | -10.6% | +31.0% | +23.7% |
| 6M | +19.9% | -5.1% | +25.0% | +20.2% |
| YTD | +56.4% | -8.2% | +64.6% | +57.9% |
| 1Y | +52.4% | -4.4% | +56.9% | +51.4% |
| 3Y | +39.9% | +100.4% | -60.5% | +6.7% |
| 5Y | +163.7% | +294.3% | -130.6% | +53.5% |
| All | +55.0% | +989.7% | -934.6% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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