+82.5%
XOP vs TT
+2,333.0%
-2,250.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.2% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | +15.4% | -7.4% | +22.8% | +20.5% |
| 3M | +12.1% | -3.2% | +15.3% | +12.4% |
| 6M | +19.7% | +1.1% | +18.6% | +14.9% |
| YTD | +52.4% | +15.6% | +36.8% | +34.2% |
| 1Y | +47.6% | +9.2% | +38.4% | +33.6% |
| 3Y | +34.4% | +124.4% | -90.0% | -26.7% |
| 5Y | +154.4% | +138.0% | +16.4% | +27.9% |
| 10Y | +54.7% | +886.4% | -831.7% | -70.4% |
| All | +82.5% | +2,333.0% | -2,250.5% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling