+86.0%
XOP vs TMF
-69.2%
+155.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -14.7% | +1.2% | -15.9% | -14.4% |
| 30D | -7.7% | +19.7% | -27.4% | -3.1% |
| 3M | +4.4% | -2.1% | +6.5% | +4.3% |
| 6M | +3.5% | -13.4% | +17.0% | +0.6% |
| YTD | +39.4% | -16.7% | +56.1% | +34.9% |
| 1Y | +39.8% | -23.3% | +63.1% | +32.5% |
| 3Y | +29.7% | -24.8% | +54.5% | +27.3% |
| 5Y | +78.6% | -88.0% | +166.6% | +7.3% |
| 10Y | +51.8% | -84.7% | +136.6% | +17.6% |
| All | +86.0% | -69.2% | +155.2% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling