+103.3%
XOP vs TMF
-68.9%
+172.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.7% |
| 7D | +2.6% | -1.4% | +4.0% | +2.2% |
| 30D | +15.4% | -2.8% | +18.3% | +14.8% |
| 3M | +12.1% | -10.9% | +23.0% | +9.3% |
| 6M | +19.7% | -21.3% | +41.0% | +13.6% |
| YTD | +52.4% | -15.9% | +68.3% | +47.5% |
| 1Y | +47.6% | -15.7% | +63.3% | +43.4% |
| 3Y | +34.4% | -43.4% | +77.7% | +22.0% |
| 5Y | +154.4% | -87.8% | +242.1% | +54.4% |
| 10Y | +54.7% | -86.7% | +141.4% | +14.6% |
| All | +103.3% | -68.9% | +172.2% | +139.7% |
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