+51.7%
XOP vs TSEM
+805.6%
-754.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.9% | +7.9% | +2.4% |
| 7D | +6.3% | +7.0% | -0.6% | +4.6% |
| 30D | -6.6% | -29.8% | +23.2% | -0.5% |
| 3M | +3.6% | -41.9% | +45.5% | +13.6% |
| 6M | +10.8% | -45.8% | +56.5% | +19.5% |
| YTD | +48.3% | +25.1% | +23.2% | +21.8% |
| 1Y | +42.9% | +48.2% | -5.3% | +11.0% |
| 3Y | +43.3% | +476.5% | -433.2% | -32.4% |
| 5Y | +94.0% | +301.4% | -207.5% | -0.8% |
| All | +51.7% | +805.6% | -754.0% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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