+38.6%
XOP vs TSEM
+674.6%
-636.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | +0.6% | +10.4% | -9.8% | -0.3% |
| 30D | +16.5% | -12.9% | +29.5% | +17.8% |
| 3M | +15.7% | -9.2% | +24.9% | +15.3% |
| 6M | +19.2% | +98.8% | -79.6% | +3.6% |
| YTD | +55.0% | +87.2% | -32.3% | +34.5% |
| 1Y | +54.2% | +239.0% | -184.8% | +16.7% |
| All | +38.6% | +674.6% | -636.0% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling