+33.6%
XOP vs TEM
+98.6%
-65.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.7% |
| 7D | +0.5% | +5.1% | -4.6% | +0.1% |
| 30D | -7.3% | +16.8% | -24.1% | -8.3% |
| 3M | +1.4% | +42.6% | -41.2% | -1.5% |
| 6M | +7.8% | +63.9% | -56.2% | +3.2% |
| YTD | +44.5% | +34.5% | +10.0% | +39.5% |
| 1Y | +37.0% | +11.0% | +26.0% | +34.2% |
| All | +33.6% | +98.6% | -65.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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