+160.6%
XOP vs TSN
-20.2%
+180.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +1.0% | -7.3% | +8.3% | +2.8% |
| 30D | +10.8% | -8.6% | +19.5% | +13.2% |
| 3M | +19.5% | -7.5% | +27.0% | +21.3% |
| 6M | +21.6% | -14.1% | +35.7% | +25.2% |
| YTD | +55.8% | -9.4% | +65.3% | +57.7% |
| 1Y | +54.6% | -4.1% | +58.7% | +53.5% |
| 3Y | +36.6% | +10.3% | +26.3% | +27.0% |
| 5Y | +160.6% | -19.7% | +180.4% | +157.2% |
| All | +160.6% | -20.2% | +180.8% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling