+442.3%
XOM vs TDG
+12,853.5%
-12,411.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.9% | -2.7% | +4.5% | +2.7% |
| 30D | +4.1% | -9.3% | +13.3% | +7.3% |
| 3M | +10.4% | -7.1% | +17.5% | +12.4% |
| 6M | +13.0% | -11.2% | +24.2% | +15.6% |
| YTD | +40.1% | -15.3% | +55.3% | +44.9% |
| 1Y | +51.1% | -12.5% | +63.6% | +54.2% |
| 3Y | +57.7% | +51.2% | +6.5% | +28.4% |
| 5Y | +264.7% | +126.1% | +138.6% | +150.1% |
| 10Y | +193.1% | +536.2% | -343.2% | +34.0% |
| All | +442.3% | +12,853.5% | -12,411.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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