+50.3%
XOP vs TPR
+365.1%
-314.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.8% |
| 7D | +5.2% | -1.1% | +6.3% | +5.5% |
| 30D | -8.4% | +15.1% | -23.5% | -13.2% |
| 3M | +2.9% | -13.4% | +16.3% | +6.5% |
| 6M | +8.8% | +1.4% | +7.5% | +5.4% |
| YTD | +46.9% | +4.8% | +42.1% | +37.2% |
| 1Y | +41.5% | +29.2% | +12.3% | +21.7% |
| 3Y | +43.1% | +403.7% | -360.6% | -33.4% |
| 5Y | +92.2% | +230.8% | -138.6% | +1.2% |
| All | +50.3% | +365.1% | -314.8% | -38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling