+77.6%
XOP vs TSN
+474.9%
-397.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.2% |
| 7D | +6.3% | -1.4% | +7.8% | +7.0% |
| 30D | -6.6% | +8.5% | -15.1% | -9.9% |
| 3M | +3.6% | +5.3% | -1.7% | +0.9% |
| 6M | +10.8% | -10.5% | +21.3% | +14.4% |
| YTD | +48.3% | +3.0% | +45.3% | +43.5% |
| 1Y | +42.9% | +12.1% | +30.8% | +33.3% |
| 3Y | +43.3% | +43.1% | +0.2% | +17.6% |
| 5Y | +94.0% | -15.1% | +109.1% | +95.2% |
| 10Y | +53.7% | +14.8% | +38.9% | +30.2% |
| All | +77.6% | +474.9% | -397.4% | -41.5% |
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 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