+192.9%
XOM vs TAP
-49.9%
+242.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | +4.1% | -3.9% | +8.0% | +5.5% |
| 30D | +4.6% | -5.3% | +9.8% | +6.3% |
| 3M | +14.0% | -3.8% | +17.7% | +14.7% |
| 6M | +11.0% | -11.4% | +22.3% | +14.7% |
| YTD | +40.7% | -13.7% | +54.4% | +46.4% |
| 1Y | +52.3% | -17.2% | +69.5% | +60.2% |
| 3Y | +60.5% | -33.1% | +93.5% | +79.9% |
| 5Y | +266.4% | +0.8% | +265.6% | +231.5% |
| All | +192.9% | -49.9% | +242.8% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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