+148.6%
TE vs XOP
+49.8%
+98.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +0.9% |
| 7D | -4.0% | +2.6% | -6.5% | -2.7% |
| 30D | -15.9% | +15.4% | -31.4% | -9.7% |
| 3M | -60.5% | +12.1% | -72.6% | -57.8% |
| 6M | -35.2% | +19.7% | -54.9% | -29.1% |
| YTD | -31.1% | +52.4% | -83.5% | -22.2% |
| 1Y | +148.6% | +47.6% | +101.1% | +186.2% |
| All | +148.6% | +49.8% | +98.9% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 1y: compounded portfolio wealth divided by compounded XOP 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…
1y analysis · Full analysis span regression · 6 months rolling