+45.3%
XOP vs TLN
-17.6%
+62.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.5% | +2.2% | -6.9% |
| 7D | -10.5% | -6.0% | -4.5% | -10.8% |
| 30D | -4.3% | -1.5% | -2.8% | -4.1% |
| 3M | +4.7% | -3.9% | +8.6% | +4.9% |
| 6M | -0.1% | -15.0% | +15.0% | -0.1% |
| YTD | +43.8% | -12.8% | +56.7% | +45.1% |
| 1Y | +45.3% | -17.3% | +62.6% | +48.0% |
| All | +45.3% | -17.6% | +62.9% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling