+9,095.1%
TSM vs XOP
+82.9%
+9,012.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | +2.7% | +2.6% | +0.2% | +1.8% |
| 30D | +3.6% | +15.4% | -11.8% | -1.3% |
| 3M | -3.4% | +12.1% | -15.4% | -7.5% |
| 6M | +20.6% | +19.7% | +0.9% | +11.7% |
| YTD | +41.9% | +52.4% | -10.5% | +20.5% |
| 1Y | +84.4% | +47.6% | +36.8% | +58.1% |
| 3Y | +380.2% | +34.4% | +345.9% | +319.6% |
| 5Y | +275.3% | +154.4% | +120.9% | +153.8% |
| 10Y | +1,751.4% | +54.7% | +1,696.7% | +1,188.9% |
| All | +9,095.1% | +82.9% | +9,012.2% | +4,084.1% |
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 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