+75.8%
XOP vs TAP
+2.0%
+73.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.7% |
| 7D | -14.7% | +0.5% | -15.2% | -15.0% |
| 30D | -7.7% | +9.1% | -16.8% | -9.7% |
| 3M | +4.4% | -3.8% | +8.2% | +4.7% |
| 6M | +3.5% | -3.4% | +7.0% | +3.5% |
| YTD | +39.4% | -10.6% | +50.1% | +41.5% |
| 1Y | +39.8% | -4.4% | +44.2% | +39.1% |
| 3Y | +29.7% | -24.4% | +54.0% | +36.3% |
| All | +75.8% | +2.0% | +73.8% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling