+885.2%
XOM vs TDY
+7,056.0%
-6,170.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.2% |
| 7D | +4.1% | -1.1% | +5.2% | +4.3% |
| 30D | +4.6% | -12.0% | +16.6% | +7.5% |
| 3M | +14.0% | -3.2% | +17.2% | +14.5% |
| 6M | +11.0% | -7.9% | +18.8% | +12.2% |
| YTD | +40.7% | +18.2% | +22.5% | +34.5% |
| 1Y | +52.3% | +6.7% | +45.7% | +48.7% |
| 3Y | +60.5% | +47.5% | +12.9% | +44.5% |
| 5Y | +266.4% | +39.5% | +226.9% | +231.4% |
| 10Y | +194.4% | +477.2% | -282.8% | +103.5% |
| All | +885.2% | +7,056.0% | -6,170.8% | +446.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling