+55.0%
XOP vs TEL
+316.2%
-261.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -2.0% |
| 7D | +2.6% | +1.6% | +1.0% | +1.6% |
| 30D | +9.6% | -0.7% | +10.3% | +9.6% |
| 3M | +20.4% | +2.4% | +17.9% | +16.7% |
| 6M | +19.9% | +4.1% | +15.8% | +10.9% |
| YTD | +56.4% | -5.8% | +62.2% | +52.0% |
| 1Y | +52.4% | +0.9% | +51.6% | +39.6% |
| 3Y | +39.9% | +72.6% | -32.7% | -16.8% |
| 5Y | +163.7% | +57.5% | +106.2% | +62.6% |
| All | +55.0% | +316.2% | -261.2% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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