+82.5%
XOP vs TPR
+559.7%
-477.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.6% | -2.3% | +4.9% | +3.5% |
| 30D | +15.4% | -23.0% | +38.4% | +26.5% |
| 3M | +12.1% | -12.5% | +24.5% | +15.8% |
| 6M | +19.7% | -21.4% | +41.1% | +26.6% |
| YTD | +52.4% | -3.5% | +55.9% | +47.4% |
| 1Y | +47.6% | +17.4% | +30.2% | +30.3% |
| 3Y | +34.4% | +291.3% | -256.9% | -32.6% |
| 5Y | +154.4% | +241.9% | -87.5% | +27.3% |
| 10Y | +54.7% | +322.7% | -268.0% | -38.5% |
| All | +82.5% | +559.7% | -477.2% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling