+1,643.1%
TSM vs XOP
+53.9%
+1,589.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +6.2% | +6.3% | -0.1% | +4.6% |
| 30D | -7.3% | -6.6% | -0.7% | -5.7% |
| 3M | -7.1% | +3.6% | -10.7% | -8.2% |
| 6M | +0.2% | +10.8% | -10.5% | -3.1% |
| YTD | +32.2% | +48.3% | -16.0% | +16.8% |
| 1Y | +42.8% | +42.9% | -0.1% | +27.3% |
| 3Y | +330.4% | +43.3% | +287.1% | +280.0% |
| 5Y | +263.9% | +94.0% | +170.0% | +191.8% |
| All | +1,643.1% | +53.9% | +1,589.2% | +1,232.5% |
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