+4,565.7%
XOM vs TAP
+832.8%
+3,732.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.8% | -0.2% |
| 7D | +2.8% | +1.3% | +1.6% | +2.6% |
| 30D | -3.6% | +5.7% | -9.3% | -5.0% |
| 3M | +8.2% | -1.9% | +10.2% | +8.2% |
| 6M | +14.0% | +0.9% | +13.1% | +13.0% |
| YTD | +44.6% | -9.5% | +54.1% | +46.1% |
| 1Y | +47.8% | -9.0% | +56.7% | +49.0% |
| 3Y | +79.6% | -22.2% | +101.8% | +85.3% |
| 5Y | +214.3% | +1.2% | +213.1% | +203.6% |
| 10Y | +204.0% | -46.1% | +250.2% | +220.3% |
| All | +4,565.7% | +832.8% | +3,732.9% | +3,427.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling