+4,261.5%
XOM vs TAP
+825.0%
+3,436.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +1.8% | -2.3% | +4.1% | +2.2% |
| 30D | +5.9% | -2.1% | +8.0% | +6.2% |
| 3M | +5.6% | +6.6% | -1.0% | +3.8% |
| 6M | +7.9% | -11.5% | +19.4% | +10.0% |
| YTD | +35.2% | -10.3% | +45.4% | +37.3% |
| 1Y | +46.0% | -14.4% | +60.4% | +49.4% |
| 3Y | +55.0% | -28.3% | +83.3% | +63.1% |
| 5Y | +246.3% | +1.7% | +244.6% | +235.1% |
| 10Y | +181.0% | -49.2% | +230.2% | +199.9% |
| All | +4,261.5% | +825.0% | +3,436.5% | +3,214.4% |
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