+192.9%
XOM vs TCOM
-9.8%
+202.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.3% |
| 7D | +4.1% | -4.9% | +9.0% | +4.8% |
| 30D | +4.6% | -14.4% | +19.0% | +6.9% |
| 3M | +14.0% | -17.7% | +31.6% | +16.8% |
| 6M | +11.0% | -25.1% | +36.1% | +15.1% |
| YTD | +40.7% | -45.7% | +86.4% | +52.4% |
| 1Y | +52.3% | -47.9% | +100.2% | +65.8% |
| 3Y | +60.5% | +8.9% | +51.5% | +49.2% |
| 5Y | +266.4% | +26.9% | +239.6% | +214.5% |
| All | +192.9% | -9.8% | +202.7% | +137.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling