+8,422.7%
TSM vs XOP
+69.0%
+8,353.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | -2.1% | -8.4% | +6.3% | +0.8% |
| 30D | -12.5% | -8.4% | -4.2% | -10.1% |
| 3M | -5.0% | +0.2% | -5.2% | -5.4% |
| 6M | -3.2% | +7.2% | -10.4% | -6.5% |
| YTD | +31.5% | +40.8% | -9.3% | +14.3% |
| 1Y | +35.7% | +36.3% | -0.6% | +19.1% |
| 3Y | +323.5% | +37.2% | +286.3% | +266.9% |
| 5Y | +263.4% | +86.6% | +176.7% | +173.5% |
| 10Y | +1,598.5% | +44.0% | +1,554.5% | +1,110.8% |
| All | +8,422.7% | +69.0% | +8,353.6% | +3,868.4% |
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