+148.5%
XOP vs TXG
+27.0%
+121.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.2% |
| 7D | +2.6% | +9.5% | -6.9% | +1.6% |
| 30D | +9.6% | +18.8% | -9.2% | +7.4% |
| 3M | +20.4% | +136.1% | -115.8% | +8.4% |
| 6M | +19.9% | +235.2% | -215.3% | +2.4% |
| YTD | +56.4% | +320.5% | -264.1% | +29.1% |
| 1Y | +52.4% | +425.2% | -372.7% | +20.9% |
| 3Y | +39.9% | +42.9% | -3.0% | +24.4% |
| 5Y | +163.7% | -62.8% | +226.5% | +165.3% |
| All | +148.5% | +27.0% | +121.4% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling