+53.4%
XOM vs TAP
-31.5%
+84.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.3% |
| 7D | -2.4% | -2.3% | -0.1% | -2.1% |
| 30D | +5.7% | -9.4% | +15.1% | +7.1% |
| 3M | +6.6% | -0.8% | +7.4% | +6.2% |
| 6M | +7.7% | -14.7% | +22.4% | +10.1% |
| YTD | +36.2% | -13.9% | +50.1% | +38.8% |
| 1Y | +50.5% | -18.6% | +69.1% | +54.9% |
| 3Y | +53.4% | -32.0% | +85.4% | +61.2% |
| All | +53.4% | -31.5% | +84.8% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling