+798.0%
XOM vs TCOM
+2,658.7%
-1,860.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -2.4% | -7.6% | +5.3% | -1.3% |
| 30D | +5.7% | -12.2% | +17.9% | +7.5% |
| 3M | +6.6% | -14.2% | +20.8% | +8.5% |
| 6M | +7.7% | -25.0% | +32.7% | +11.5% |
| YTD | +36.2% | -43.7% | +79.9% | +46.0% |
| 1Y | +50.5% | -44.5% | +95.0% | +61.5% |
| 3Y | +53.4% | +13.4% | +39.9% | +44.4% |
| 5Y | +254.2% | +26.5% | +227.7% | +212.7% |
| 10Y | +177.9% | -10.3% | +188.2% | +147.4% |
| All | +798.0% | +2,658.7% | -1,860.6% | +378.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling