+37.6%
XOP vs TLN
+563.3%
-525.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.2% | -7.0% | -0.4% |
| 7D | -10.0% | +9.1% | -19.1% | -10.7% |
| 30D | -9.1% | -4.1% | -5.0% | -8.9% |
| 3M | +5.1% | +4.4% | +0.6% | +4.4% |
| 6M | +6.4% | -6.0% | +12.4% | +6.3% |
| YTD | +39.7% | -3.1% | +42.8% | +37.8% |
| 1Y | +37.2% | -6.1% | +43.3% | +35.7% |
| 3Y | +37.6% | +575.3% | -537.7% | -4.0% |
| All | +37.6% | +563.3% | -525.6% | -4.0% |
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 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