+49.9%
XOP vs TMF
-81.8%
+131.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.6% | +2.6% |
| 7D | +0.5% | -3.4% | +3.8% | -0.3% |
| 30D | -7.3% | +11.5% | -18.8% | -4.8% |
| 3M | +1.4% | -4.5% | +5.9% | +0.7% |
| 6M | +7.8% | -15.0% | +22.7% | +4.7% |
| YTD | +44.5% | -19.9% | +64.4% | +39.2% |
| 1Y | +37.0% | -26.6% | +63.6% | +29.6% |
| 3Y | +40.8% | -29.8% | +70.6% | +36.6% |
| 5Y | +88.7% | -88.2% | +176.8% | +8.8% |
| 10Y | +49.9% | -81.4% | +131.2% | +9.3% |
| All | +49.9% | -81.8% | +131.6% | +9.3% |
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