+86.6%
XOP vs TKO
+2,452.1%
-2,365.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.2% |
| 7D | +1.0% | +0.7% | +0.3% | +0.7% |
| 30D | +10.8% | +0.9% | +10.0% | +10.3% |
| 3M | +19.5% | -6.2% | +25.6% | +21.0% |
| 6M | +21.6% | -5.6% | +27.2% | +22.1% |
| YTD | +55.8% | -7.8% | +63.7% | +57.1% |
| 1Y | +54.6% | -1.2% | +55.9% | +51.9% |
| 3Y | +36.6% | +106.5% | -69.9% | +3.4% |
| 5Y | +160.6% | +310.4% | -149.7% | +54.1% |
| 10Y | +56.2% | +987.5% | -931.3% | -37.0% |
| All | +86.6% | +2,452.1% | -2,365.5% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling