+47.6%
XOP vs TPR
+18.2%
+29.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.9% |
| 7D | +2.6% | -2.7% | +5.2% | +2.2% |
| 30D | +15.4% | -23.3% | +38.7% | +11.8% |
| 3M | +12.1% | -12.8% | +24.9% | +10.8% |
| 6M | +19.7% | -21.7% | +41.4% | +19.0% |
| YTD | +52.4% | -3.9% | +56.3% | +50.5% |
| 1Y | +47.6% | +16.9% | +30.6% | +47.1% |
| All | +47.6% | +18.2% | +29.4% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling