+1,815.4%
TSM vs XOP
+52.9%
+1,762.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +4.8% | +1.0% | +3.8% | +4.5% |
| 30D | +4.0% | +10.8% | -6.8% | +1.3% |
| 3M | +2.0% | +19.5% | -17.5% | -2.9% |
| 6M | +25.5% | +21.6% | +3.9% | +17.9% |
| YTD | +44.0% | +55.8% | -11.8% | +26.0% |
| 1Y | +75.4% | +54.6% | +20.8% | +53.7% |
| 3Y | +406.7% | +36.6% | +370.1% | +353.6% |
| 5Y | +285.0% | +160.6% | +124.3% | +187.9% |
| 10Y | +1,815.4% | +56.2% | +1,759.1% | +1,344.8% |
| All | +1,815.4% | +52.9% | +1,762.5% | +1,344.8% |
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 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