+85.6%
XOP vs TRI
+340.7%
-255.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +5.3% |
| 7D | +0.6% | -7.1% | +7.7% | +4.3% |
| 30D | +16.5% | -2.3% | +18.9% | +17.0% |
| 3M | +15.7% | +19.6% | -3.8% | +0.5% |
| 6M | +19.2% | -8.7% | +27.9% | +18.9% |
| YTD | +55.0% | -22.3% | +77.2% | +65.9% |
| 1Y | +54.2% | -40.7% | +94.9% | +95.1% |
| 3Y | +35.9% | -17.8% | +53.6% | +31.2% |
| 5Y | +162.4% | -8.5% | +170.9% | +128.5% |
| 10Y | +50.2% | +192.6% | -142.4% | -47.4% |
| All | +85.6% | +340.7% | -255.1% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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