+155.1%
XOP vs TT
+140.2%
+15.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.0% |
| 7D | +2.6% | 0.0% | +2.6% | +2.5% |
| 30D | +15.4% | -7.2% | +22.6% | +17.3% |
| 3M | +12.1% | -3.0% | +15.0% | +12.1% |
| 6M | +19.7% | +1.4% | +18.3% | +17.6% |
| YTD | +52.4% | +15.9% | +36.5% | +43.8% |
| 1Y | +47.6% | +9.4% | +38.1% | +41.2% |
| 3Y | +34.4% | +124.4% | -90.0% | +2.9% |
| All | +155.1% | +140.2% | +15.0% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling