+82.5%
XOP vs TAP
+93.6%
-11.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +2.6% | -2.3% | +4.9% | +3.7% |
| 30D | +15.4% | -2.1% | +17.6% | +16.3% |
| 3M | +12.1% | +6.6% | +5.4% | +7.0% |
| 6M | +19.7% | -11.5% | +31.2% | +25.5% |
| YTD | +52.4% | -10.3% | +62.7% | +57.6% |
| 1Y | +47.6% | -14.4% | +61.9% | +55.2% |
| 3Y | +34.4% | -28.3% | +62.6% | +50.6% |
| 5Y | +154.4% | +1.7% | +152.7% | +122.4% |
| 10Y | +54.7% | -49.2% | +103.9% | +90.4% |
| All | +82.5% | +93.6% | -11.1% | +7.9% |
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