+50.2%
XOP vs TMF
-86.8%
+137.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.6% | +1.0% | -0.4% | +0.8% |
| 30D | +16.5% | -1.8% | +18.4% | +16.2% |
| 3M | +15.7% | -8.2% | +24.0% | +14.0% |
| 6M | +19.2% | -19.5% | +38.7% | +14.6% |
| YTD | +55.0% | -16.0% | +70.9% | +50.6% |
| 1Y | +54.2% | -22.5% | +76.7% | +47.6% |
| 3Y | +35.9% | -42.3% | +78.1% | +25.3% |
| 5Y | +162.4% | -87.7% | +250.1% | +55.0% |
| 10Y | +50.2% | -86.5% | +136.7% | +12.8% |
| All | +50.2% | -86.8% | +137.0% | +12.8% |
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