+35.9%
XOP vs TSN
+13.0%
+22.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | +0.6% | -5.0% | +5.7% | +1.2% |
| 30D | +16.5% | -9.1% | +25.6% | +17.9% |
| 3M | +15.7% | -7.4% | +23.1% | +16.6% |
| 6M | +19.2% | -13.4% | +32.6% | +20.9% |
| YTD | +55.0% | -8.5% | +63.4% | +55.2% |
| 1Y | +54.2% | -3.2% | +57.4% | +52.5% |
| 3Y | +35.9% | +11.5% | +24.4% | +26.5% |
| All | +35.9% | +13.0% | +22.9% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 3y: compounded portfolio wealth divided by compounded TSN 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…
3y analysis · Full analysis span regression · 6 months rolling