+35.9%
XOP vs TLN
+494.5%
-458.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.5% |
| 7D | +0.6% | +10.9% | -10.3% | -0.2% |
| 30D | +16.5% | -6.3% | +22.8% | +17.0% |
| 3M | +15.7% | -10.7% | +26.4% | +16.3% |
| 6M | +19.2% | +1.6% | +17.6% | +17.3% |
| YTD | +55.0% | -13.1% | +68.0% | +54.6% |
| 1Y | +54.2% | -15.1% | +69.2% | +53.7% |
| 3Y | +35.9% | +495.0% | -459.1% | +6.8% |
| All | +35.9% | +494.5% | -458.6% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling