+61.8%
XOP vs TLN
+710.8%
-649.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.2% |
| 7D | +6.3% | +11.0% | -4.7% | +5.4% |
| 30D | -6.6% | +4.9% | -11.5% | -7.0% |
| 3M | +3.6% | +4.9% | -1.4% | +2.8% |
| 6M | +10.8% | +7.1% | +3.6% | +9.2% |
| YTD | +48.3% | +0.3% | +47.9% | +45.9% |
| 1Y | +42.9% | +5.9% | +37.0% | +39.1% |
| 3Y | +43.3% | +578.5% | -535.2% | +8.6% |
| All | +61.8% | +710.8% | -649.0% | +18.4% |
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