+54.8%
XOP vs TSEM
+1,289.9%
-1,235.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.2% | +1.1% |
| 7D | +1.6% | +0.9% | +0.7% | +1.3% |
| 30D | +9.6% | -16.6% | +26.2% | +13.5% |
| 3M | +16.9% | -10.9% | +27.8% | +16.1% |
| 6M | +24.0% | +78.0% | -54.0% | -1.9% |
| YTD | +56.2% | +77.2% | -21.0% | +21.7% |
| 1Y | +51.8% | +207.6% | -155.8% | -1.6% |
| 3Y | +37.0% | +637.8% | -600.9% | -36.6% |
| 5Y | +163.4% | +617.0% | -453.6% | +15.8% |
| All | +54.8% | +1,289.9% | -1,235.1% | -49.0% |
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