+66.4%
XOP vs TLN
+583.6%
-517.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -1.1% |
| 7D | +2.6% | +7.1% | -4.5% | +2.0% |
| 30D | +15.4% | -3.9% | +19.3% | +15.7% |
| 3M | +12.1% | -16.2% | +28.2% | +13.3% |
| 6M | +19.7% | -5.8% | +25.5% | +18.8% |
| YTD | +52.4% | -15.4% | +67.8% | +52.4% |
| 1Y | +47.6% | -16.7% | +64.2% | +47.2% |
| 3Y | +34.4% | +473.8% | -439.4% | +3.9% |
| All | +66.4% | +583.6% | -517.2% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling