-19.1%
TE vs XOP
+35.8%
-54.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.5% | -3.3% |
| 7D | +15.0% | +1.0% | +14.0% | +14.3% |
| 30D | -7.5% | +10.8% | -18.4% | -13.6% |
| 3M | -42.0% | +19.5% | -61.4% | -49.6% |
| 6M | -31.4% | +21.6% | -53.0% | -43.9% |
| YTD | -26.5% | +55.8% | -82.3% | -53.9% |
| 1Y | +153.1% | +54.6% | +98.4% | +55.9% |
| All | -19.1% | +35.8% | -54.9% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling