-84.3%
TE vs XOP
+94.3%
-178.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.5% |
| 7D | -19.1% | +6.3% | -25.4% | -21.9% |
| 30D | -34.1% | -6.6% | -27.5% | -32.1% |
| 3M | -60.1% | +3.6% | -63.7% | -61.5% |
| 6M | -66.0% | +10.8% | -76.7% | -69.2% |
| YTD | -71.4% | +48.3% | -119.7% | -79.6% |
| 1Y | -45.3% | +42.9% | -88.2% | -60.0% |
| 3Y | +9.1% | +43.3% | -34.2% | -19.6% |
| All | -84.3% | +94.3% | -178.7% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling