+44.0%
XOP vs TT
+744.7%
-700.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -8.4% | +0.8% | -9.2% | -8.7% |
| 30D | -8.4% | -11.8% | +3.4% | -3.3% |
| 3M | +0.2% | -11.6% | +11.7% | +5.3% |
| 6M | +7.2% | -9.3% | +16.5% | +9.8% |
| YTD | +40.8% | +8.9% | +31.9% | +29.3% |
| 1Y | +36.3% | -2.2% | +38.5% | +32.1% |
| 3Y | +37.2% | +91.9% | -54.7% | -12.2% |
| 5Y | +86.6% | +136.0% | -49.4% | +1.1% |
| 10Y | +44.0% | +734.7% | -690.7% | -64.8% |
| All | +44.0% | +744.7% | -700.6% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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