-53.2%
TE vs XOP
+139.5%
-192.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.5% |
| 7D | -4.0% | +2.6% | -6.5% | -4.7% |
| 30D | -15.9% | +15.4% | -31.4% | -19.4% |
| 3M | -60.5% | +12.1% | -72.6% | -62.0% |
| 6M | -35.2% | +19.7% | -54.9% | -39.6% |
| YTD | -31.1% | +52.4% | -83.5% | -40.6% |
| 1Y | +148.6% | +47.6% | +101.1% | +115.4% |
| 3Y | -26.4% | +34.4% | -60.8% | -34.1% |
| 5Y | -48.0% | +154.4% | -202.4% | -56.3% |
| All | -53.2% | +139.5% | -192.7% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling