+82.5%
XOP vs TTMI
+858.8%
-776.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.7% | -3.4% |
| 7D | +2.6% | +5.9% | -3.3% | +0.7% |
| 30D | +15.4% | -4.3% | +19.8% | +15.7% |
| 3M | +12.1% | -32.0% | +44.1% | +20.8% |
| 6M | +19.7% | +19.5% | +0.2% | +3.5% |
| YTD | +52.4% | +82.0% | -29.6% | +12.3% |
| 1Y | +47.6% | +172.6% | -125.1% | -8.0% |
| 3Y | +34.4% | +744.7% | -710.3% | -46.6% |
| 5Y | +154.4% | +805.6% | -651.2% | -6.0% |
| 10Y | +54.7% | +1,057.6% | -1,002.9% | -50.7% |
| All | +82.5% | +858.8% | -776.3% | -56.8% |
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