+290.7%
TSM vs XOP
+156.8%
+133.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.9% |
| 7D | +6.0% | +0.6% | +5.4% | +5.9% |
| 30D | +4.5% | +16.5% | -12.0% | +0.1% |
| 3M | +3.1% | +15.7% | -12.6% | -1.4% |
| 6M | +30.2% | +19.2% | +11.0% | +21.9% |
| YTD | +45.2% | +55.0% | -9.7% | +23.8% |
| 1Y | +79.6% | +54.2% | +25.4% | +53.1% |
| 3Y | +411.0% | +35.9% | +375.1% | +344.4% |
| 5Y | +290.7% | +162.4% | +128.3% | +188.0% |
| All | +290.7% | +156.8% | +133.9% | +188.0% |
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