+265.7%
TSM vs XOM
+214.6%
+51.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.7% |
| 7D | +6.2% | +2.8% | +3.4% | +5.9% |
| 30D | -7.3% | -3.6% | -3.6% | -7.0% |
| 3M | -7.1% | +8.2% | -15.4% | -8.1% |
| 6M | +0.2% | +14.0% | -13.8% | -1.5% |
| YTD | +32.2% | +44.6% | -12.4% | +22.8% |
| 1Y | +42.8% | +47.8% | -5.0% | +31.9% |
| 3Y | +330.4% | +79.6% | +250.8% | +278.1% |
| All | +265.7% | +214.6% | +51.1% | +168.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling