-49.3%
TE vs XOP
+158.8%
-208.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +0.2% | +2.6% | -2.4% | -1.2% |
| 30D | -5.9% | +9.6% | -15.5% | -10.9% |
| 3M | -45.6% | +20.4% | -65.9% | -51.9% |
| 6M | -43.4% | +19.9% | -63.3% | -51.2% |
| YTD | -31.0% | +56.4% | -87.4% | -51.0% |
| 1Y | +145.2% | +52.4% | +92.8% | +75.2% |
| 3Y | -24.1% | +39.9% | -63.9% | -42.1% |
| All | -49.3% | +158.8% | -208.2% | -69.1% |
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