+77.6%
XOP vs TTMI
+465.5%
-387.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.7% |
| 7D | +6.3% | +11.4% | -5.0% | +2.7% |
| 30D | -6.6% | -28.3% | +21.7% | -0.5% |
| 3M | +3.6% | -46.7% | +50.2% | +18.0% |
| 6M | +10.8% | -56.1% | +66.9% | +28.7% |
| YTD | +48.3% | +7.4% | +40.9% | +21.8% |
| 1Y | +42.9% | +17.4% | +25.5% | +12.2% |
| 3Y | +43.3% | +429.1% | -385.8% | -37.3% |
| 5Y | +94.0% | +418.8% | -324.8% | -19.1% |
| 10Y | +53.7% | +411.2% | -357.5% | -39.1% |
| All | +77.6% | +465.5% | -387.9% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling