+82.5%
XOP vs TSN
+402.6%
-320.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.6% |
| 7D | +2.6% | -6.3% | +8.9% | +5.2% |
| 30D | +15.4% | -10.8% | +26.3% | +20.7% |
| 3M | +12.1% | -8.8% | +20.8% | +15.5% |
| 6M | +19.7% | -16.8% | +36.5% | +27.2% |
| YTD | +52.4% | -10.0% | +62.4% | +56.5% |
| 1Y | +47.6% | -5.3% | +52.8% | +47.7% |
| 3Y | +34.4% | +8.5% | +25.8% | +24.1% |
| 5Y | +154.4% | -22.9% | +177.3% | +167.0% |
| 10Y | +54.7% | -12.6% | +67.3% | +46.7% |
| All | +82.5% | +402.6% | -320.1% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling