+43.2%
XOP vs TEM
+60.7%
-17.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | +0.6% | +3.2% | -2.6% | +0.4% |
| 30D | +16.5% | +23.5% | -7.0% | +14.7% |
| 3M | +15.7% | +32.3% | -16.6% | +12.9% |
| 6M | +19.2% | +23.0% | -3.8% | +16.4% |
| YTD | +55.0% | +8.9% | +46.1% | +52.2% |
| 1Y | +54.2% | -19.9% | +74.0% | +54.6% |
| All | +43.2% | +60.7% | -17.5% | +34.7% |
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