+67.0%
XOP vs TT
+2,082.4%
-2,015.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.6% |
| 7D | -14.7% | -2.0% | -12.7% | -13.7% |
| 30D | -7.7% | -14.0% | +6.3% | +0.4% |
| 3M | +4.4% | -15.9% | +20.3% | +14.5% |
| 6M | +3.5% | -17.3% | +20.9% | +12.8% |
| YTD | +39.4% | +4.0% | +35.5% | +29.7% |
| 1Y | +39.8% | -7.1% | +46.9% | +38.8% |
| 3Y | +29.7% | +90.2% | -60.6% | -21.3% |
| 5Y | +78.6% | +131.1% | -52.5% | -9.6% |
| 10Y | +51.8% | +777.7% | -725.9% | -69.0% |
| All | +67.0% | +2,082.4% | -2,015.4% | -85.1% |
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