+163.4%
XOP vs TEL
+50.4%
+113.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | +1.6% | -2.3% | +3.9% | +2.4% |
| 30D | +9.6% | -6.1% | +15.7% | +11.8% |
| 3M | +16.9% | +1.7% | +15.2% | +15.0% |
| 6M | +24.0% | +1.6% | +22.4% | +18.9% |
| YTD | +56.2% | -9.1% | +65.3% | +56.1% |
| 1Y | +51.8% | -1.7% | +53.4% | +44.1% |
| 3Y | +37.0% | +67.3% | -30.4% | -6.4% |
| 5Y | +163.4% | +52.1% | +111.3% | +86.0% |
| All | +163.4% | +50.4% | +113.0% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling