+55.0%
XOP vs TNA
+86.1%
-31.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.2% |
| 7D | +2.6% | -7.3% | +9.9% | +5.3% |
| 30D | +9.6% | -14.2% | +23.8% | +15.2% |
| 3M | +20.4% | -4.6% | +24.9% | +20.7% |
| 6M | +19.9% | +36.9% | -17.0% | +1.7% |
| YTD | +56.4% | +42.5% | +13.9% | +29.1% |
| 1Y | +52.4% | +45.8% | +6.7% | +22.4% |
| 3Y | +39.9% | +104.7% | -64.8% | -15.4% |
| 5Y | +163.7% | -21.7% | +185.4% | +102.6% |
| All | +55.0% | +86.1% | -31.1% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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