+67.0%
XOP vs TAP
+92.8%
-25.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +2.2% |
| 7D | -14.7% | +0.5% | -15.2% | -15.5% |
| 30D | -7.7% | +9.1% | -16.8% | -12.7% |
| 3M | +4.4% | -3.8% | +8.2% | +5.0% |
| 6M | +3.5% | -3.4% | +7.0% | +3.0% |
| YTD | +39.4% | -10.6% | +50.1% | +42.9% |
| 1Y | +39.8% | -4.4% | +44.2% | +37.6% |
| 3Y | +29.7% | -24.4% | +54.0% | +40.0% |
| 5Y | +78.6% | +2.1% | +76.5% | +54.0% |
| 10Y | +51.8% | -48.7% | +100.6% | +84.0% |
| All | +67.0% | +92.8% | -25.8% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling