+35.2%
XOP vs TPR
+308.4%
-273.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.6% | -2.3% | +4.9% | +2.8% |
| 30D | +15.4% | -23.0% | +38.4% | +18.5% |
| 3M | +12.1% | -12.5% | +24.5% | +13.0% |
| 6M | +19.7% | -21.4% | +41.1% | +22.3% |
| YTD | +52.4% | -3.5% | +55.9% | +48.8% |
| 1Y | +47.6% | +17.4% | +30.2% | +37.2% |
| All | +35.2% | +308.4% | -273.2% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling