+42.6%
XOP vs TMF
-83.0%
+125.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -10.0% | +0.6% | -10.6% | -9.9% |
| 30D | -9.1% | +16.3% | -25.4% | -5.7% |
| 3M | +5.1% | -2.7% | +7.8% | +4.8% |
| 6M | +6.4% | -13.2% | +19.6% | +3.8% |
| YTD | +39.7% | -16.7% | +56.4% | +35.8% |
| 1Y | +37.2% | -22.7% | +60.0% | +31.3% |
| 3Y | +37.6% | -26.1% | +63.7% | +35.2% |
| 5Y | +76.5% | -88.4% | +164.9% | +0.4% |
| 10Y | +42.6% | -81.8% | +124.5% | +1.5% |
| All | +42.6% | -83.0% | +125.7% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling