+52.6%
XOM vs TCOM
-39.6%
+92.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.2% | -7.8% | -4.2% |
| 7D | -7.0% | +10.7% | -17.7% | -5.9% |
| 30D | +3.2% | +10.1% | -6.8% | +4.4% |
| 3M | +10.7% | -8.9% | +19.5% | +9.8% |
| 6M | +11.6% | -19.2% | +30.8% | +9.3% |
| YTD | +43.5% | -40.6% | +84.1% | +35.1% |
| 1Y | +52.6% | -39.0% | +91.6% | +43.1% |
| All | +52.6% | -39.6% | +92.2% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling