+87.9%
XOP vs TMF
-70.3%
+158.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | -0.2% |
| 7D | -8.4% | -1.1% | -7.3% | -8.5% |
| 30D | -8.4% | +11.8% | -20.2% | -5.5% |
| 3M | +0.2% | -4.0% | +4.2% | -0.5% |
| 6M | +7.2% | -16.5% | +23.8% | +3.2% |
| YTD | +40.8% | -19.9% | +60.7% | +34.9% |
| 1Y | +36.3% | -25.6% | +61.9% | +28.2% |
| 3Y | +37.2% | -29.9% | +67.1% | +32.0% |
| 5Y | +86.6% | -88.2% | +174.9% | +11.9% |
| 10Y | +44.0% | -81.7% | +125.8% | +17.4% |
| All | +87.9% | -70.3% | +158.2% | +119.3% |
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 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