+40.9%
XOP vs TEM
+61.6%
-20.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +2.6% | +0.9% | +1.7% | +2.5% |
| 30D | +15.4% | +38.4% | -22.9% | +12.8% |
| 3M | +12.1% | +23.7% | -11.6% | +9.8% |
| 6M | +19.7% | +26.0% | -6.3% | +16.6% |
| YTD | +52.4% | +9.4% | +43.0% | +49.7% |
| 1Y | +47.6% | -17.3% | +64.8% | +47.6% |
| All | +40.9% | +61.6% | -20.7% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling