+67.0%
XOP vs TPR
+617.3%
-550.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -14.7% | +14.2% | -28.9% | -19.3% |
| 30D | -7.7% | +17.1% | -24.8% | -13.7% |
| 3M | +4.4% | -17.7% | +22.2% | +10.6% |
| 6M | +3.5% | -10.2% | +13.7% | +4.4% |
| YTD | +39.4% | +4.9% | +34.5% | +29.4% |
| 1Y | +39.8% | +36.1% | +3.7% | +16.2% |
| 3Y | +29.7% | +416.5% | -386.8% | -42.4% |
| 5Y | +78.6% | +254.8% | -176.2% | -12.3% |
| 10Y | +51.8% | +391.7% | -339.9% | -43.7% |
| All | +67.0% | +617.3% | -550.3% | -58.2% |
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