+45.3%
XOP vs TMF
-23.9%
+69.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.5% | -8.8% | -5.5% |
| 7D | -10.5% | +4.0% | -14.5% | -9.2% |
| 30D | -4.3% | +19.5% | -23.8% | +2.4% |
| 3M | +4.7% | -3.5% | +8.2% | +3.0% |
| 6M | -0.1% | -10.6% | +10.5% | -3.7% |
| YTD | +43.8% | -17.1% | +60.9% | +35.4% |
| 1Y | +45.3% | -24.3% | +69.5% | +37.5% |
| All | +45.3% | -23.9% | +69.2% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling