+146.2%
XOP vs TXG
+21.5%
+124.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +1.2% |
| 7D | +0.6% | +9.4% | -8.8% | -0.4% |
| 30D | +16.5% | +26.1% | -9.5% | +13.4% |
| 3M | +15.7% | +124.8% | -109.1% | +4.8% |
| 6M | +19.2% | +215.2% | -196.0% | +2.6% |
| YTD | +55.0% | +302.2% | -247.3% | +28.5% |
| 1Y | +54.2% | +370.9% | -316.7% | +23.9% |
| 3Y | +35.9% | +38.5% | -2.6% | +21.2% |
| 5Y | +162.4% | -64.4% | +226.8% | +165.2% |
| All | +146.2% | +21.5% | +124.7% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling