+128.7%
XOP vs TNA
+944.8%
-816.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +2.1% |
| 7D | +1.0% | -3.6% | +4.6% | +2.2% |
| 30D | +10.8% | -10.1% | +20.9% | +14.8% |
| 3M | +19.5% | +2.7% | +16.8% | +16.3% |
| 6M | +21.6% | +38.4% | -16.8% | +2.3% |
| YTD | +55.8% | +45.4% | +10.4% | +27.0% |
| 1Y | +54.6% | +55.9% | -1.3% | +20.3% |
| 3Y | +36.6% | +109.8% | -73.2% | -18.3% |
| 5Y | +160.6% | -22.5% | +183.2% | +98.4% |
| 10Y | +56.2% | +87.5% | -31.3% | -34.6% |
| All | +128.7% | +944.8% | -816.1% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling