+13,634.3%
TSM vs XOM
+1,104.9%
+12,529.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.5% | +3.5% |
| 7D | +2.7% | +1.8% | +1.0% | +1.9% |
| 30D | +3.6% | +5.9% | -2.3% | +1.0% |
| 3M | -3.4% | +5.6% | -8.9% | -6.3% |
| 6M | +20.6% | +7.9% | +12.8% | +14.5% |
| YTD | +41.9% | +35.2% | +6.7% | +21.7% |
| 1Y | +84.4% | +46.0% | +38.4% | +52.6% |
| 3Y | +380.2% | +55.0% | +325.2% | +278.6% |
| 5Y | +275.3% | +246.3% | +29.0% | +96.4% |
| 10Y | +1,751.4% | +181.0% | +1,570.4% | +897.3% |
| All | +13,634.3% | +1,104.9% | +12,529.4% | +3,613.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling