+75.8%
XOP vs TPR
+253.5%
-177.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -14.7% | +14.2% | -28.9% | -17.0% |
| 30D | -7.7% | +17.1% | -24.8% | -10.6% |
| 3M | +4.4% | -17.7% | +22.2% | +7.8% |
| 6M | +3.5% | -10.2% | +13.7% | +4.3% |
| YTD | +39.4% | +4.9% | +34.5% | +33.5% |
| 1Y | +39.8% | +36.1% | +3.7% | +24.5% |
| 3Y | +29.7% | +416.5% | -386.8% | -25.6% |
| All | +75.8% | +253.5% | -177.8% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling