-53.4%
TE vs XOP
+145.5%
-198.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -7.0% | -6.8% |
| 7D | +0.9% | +1.6% | -0.8% | +0.5% |
| 30D | -16.3% | +9.6% | -25.9% | -18.4% |
| 3M | -40.8% | +16.9% | -57.7% | -43.7% |
| 6M | -42.6% | +24.0% | -66.6% | -47.0% |
| YTD | -31.4% | +56.2% | -87.6% | -41.3% |
| 1Y | +144.9% | +51.8% | +93.1% | +110.8% |
| 3Y | -26.0% | +37.0% | -63.0% | -34.1% |
| 5Y | -48.5% | +163.4% | -211.9% | -57.0% |
| All | -53.4% | +145.5% | -198.8% | -61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling