+153.3%
XOP vs TSEM
+617.3%
-464.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | 0.0% |
| 7D | +2.6% | -4.9% | +7.5% | +3.1% |
| 30D | +9.6% | -18.7% | +28.3% | +11.7% |
| 3M | +20.4% | -18.1% | +38.5% | +21.4% |
| 6M | +19.9% | +77.1% | -57.2% | +6.3% |
| YTD | +56.4% | +80.1% | -23.7% | +37.0% |
| 1Y | +52.4% | +220.4% | -167.9% | +19.3% |
| 3Y | +39.9% | +650.1% | -610.2% | -7.8% |
| All | +153.3% | +617.3% | -464.0% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling