+52.6%
XOM vs TDY
+22.9%
+29.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.8% | +0.1% | -4.6% |
| 7D | -7.0% | -5.0% | -2.0% | -7.0% |
| 30D | +3.2% | +2.0% | +1.2% | +3.4% |
| 3M | +10.7% | -7.7% | +18.4% | +10.8% |
| 6M | +11.6% | -0.9% | +12.5% | +11.9% |
| YTD | +43.5% | +23.7% | +19.7% | +36.1% |
| 1Y | +52.6% | +23.6% | +29.0% | +45.2% |
| All | +52.6% | +22.9% | +29.7% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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