+160.6%
XOP vs TTMI
+806.9%
-646.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.1% |
| 7D | +1.0% | +7.5% | -6.5% | -0.1% |
| 30D | +10.8% | -4.5% | +15.3% | +11.1% |
| 3M | +19.5% | -28.5% | +48.0% | +23.3% |
| 6M | +21.6% | +28.4% | -6.8% | +11.2% |
| YTD | +55.8% | +80.1% | -24.2% | +30.1% |
| 1Y | +54.6% | +161.0% | -106.4% | +15.4% |
| 3Y | +36.6% | +862.4% | -825.8% | -30.8% |
| 5Y | +160.6% | +812.9% | -652.3% | +30.4% |
| All | +160.6% | +806.9% | -646.3% | +30.4% |
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