+55.0%
XOP vs TRU
+147.2%
-92.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.2% |
| 7D | +2.6% | -2.7% | +5.4% | +3.5% |
| 30D | +9.6% | -2.0% | +11.6% | +10.1% |
| 3M | +20.4% | +18.4% | +1.9% | +12.1% |
| 6M | +19.9% | +8.9% | +11.0% | +13.5% |
| YTD | +56.4% | -8.9% | +65.3% | +56.4% |
| 1Y | +52.4% | -15.9% | +68.3% | +56.4% |
| 3Y | +39.9% | -1.1% | +41.0% | +26.9% |
| 5Y | +163.7% | -35.2% | +198.9% | +187.4% |
| All | +55.0% | +147.2% | -92.1% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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