+92.7%
XOP vs TTMI
+416.2%
-323.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.3% |
| 7D | +6.3% | +11.4% | -5.0% | +4.8% |
| 30D | -6.6% | -28.3% | +21.7% | -3.9% |
| 3M | +3.6% | -46.7% | +50.2% | +9.9% |
| 6M | +10.8% | -56.1% | +66.9% | +18.9% |
| YTD | +48.3% | +7.4% | +40.9% | +29.9% |
| 1Y | +42.9% | +17.4% | +25.5% | +21.5% |
| 3Y | +43.3% | +429.1% | -385.8% | -21.7% |
| All | +92.7% | +416.2% | -323.6% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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