+1,757.1%
TSM vs XOM
+193.3%
+1,563.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +2.6% | +1.9% | +0.8% | +2.1% |
| 30D | +1.4% | +4.1% | -2.7% | +0.2% |
| 3M | +5.0% | +10.4% | -5.4% | +1.7% |
| 6M | +24.0% | +13.0% | +10.9% | +18.2% |
| YTD | +41.6% | +40.1% | +1.5% | +25.9% |
| 1Y | +66.2% | +51.1% | +15.0% | +44.0% |
| 3Y | +398.2% | +57.7% | +340.5% | +319.6% |
| 5Y | +277.6% | +264.7% | +12.9% | +128.0% |
| All | +1,757.1% | +193.3% | +1,563.9% | +1,048.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 XOM 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