+76.2%
XOM vs BTSG
+389.4%
-313.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.5% |
| 7D | +4.1% | -3.3% | +7.4% | +4.1% |
| 30D | +4.6% | -1.6% | +6.2% | +4.6% |
| 3M | +14.0% | -6.9% | +20.9% | +13.9% |
| 6M | +11.0% | +42.1% | -31.1% | +9.8% |
| YTD | +40.7% | +56.8% | -16.1% | +38.6% |
| 1Y | +52.3% | +109.8% | -57.5% | +48.1% |
| All | +76.2% | +389.4% | -313.2% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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