+330.4%
TSM vs XOM
+80.9%
+249.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.6% |
| 7D | +6.2% | +2.8% | +3.4% | +6.3% |
| 30D | -7.3% | -3.6% | -3.6% | -7.5% |
| 3M | -7.1% | +8.2% | -15.4% | -6.8% |
| 6M | +0.2% | +14.0% | -13.8% | +0.9% |
| YTD | +32.2% | +44.6% | -12.4% | +26.6% |
| 1Y | +42.8% | +47.8% | -5.0% | +36.1% |
| 3Y | +330.4% | +79.6% | +250.8% | +299.4% |
| All | +330.4% | +80.9% | +249.5% | +299.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling