+255.6%
XOM vs TCOM
+28.3%
+227.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | +1.9% | -6.5% | +8.4% | +2.2% |
| 30D | +4.1% | -16.2% | +20.3% | +5.1% |
| 3M | +10.4% | -19.3% | +29.7% | +11.6% |
| 6M | +13.0% | -27.2% | +40.3% | +14.9% |
| YTD | +40.1% | -46.2% | +86.2% | +44.8% |
| 1Y | +51.1% | -46.6% | +97.7% | +56.2% |
| 3Y | +57.7% | +8.4% | +49.3% | +53.3% |
| All | +255.6% | +28.3% | +227.2% | +237.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling