+51.7%
XOP vs TAP
-46.0%
+97.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | -0.6% |
| 7D | +6.3% | +1.3% | +5.1% | +5.7% |
| 30D | -6.6% | +5.7% | -12.3% | -9.9% |
| 3M | +3.6% | -1.9% | +5.5% | +3.2% |
| 6M | +10.8% | +0.9% | +9.8% | +7.9% |
| YTD | +48.3% | -9.5% | +57.8% | +51.0% |
| 1Y | +42.9% | -9.0% | +51.9% | +44.7% |
| 3Y | +43.3% | -22.2% | +65.5% | +52.2% |
| 5Y | +94.0% | +1.2% | +92.7% | +65.1% |
| All | +51.7% | -46.0% | +97.6% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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