+70.1%
XOP vs TLN
+589.3%
-519.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.7% |
| 7D | +1.0% | +5.8% | -4.9% | +0.5% |
| 30D | +10.8% | -6.9% | +17.7% | +11.4% |
| 3M | +19.5% | -10.9% | +30.3% | +20.1% |
| 6M | +21.6% | -4.6% | +26.2% | +20.6% |
| YTD | +55.8% | -14.7% | +70.6% | +55.7% |
| 1Y | +54.6% | -17.9% | +72.6% | +54.8% |
| 3Y | +36.6% | +483.9% | -447.2% | +5.4% |
| All | +70.1% | +589.3% | -519.2% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling