+223.6%
XOM vs TE
-52.9%
+276.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +4.1% | +0.2% | +3.9% | +4.1% |
| 30D | +4.6% | -5.9% | +10.5% | +4.6% |
| 3M | +14.0% | -45.6% | +59.5% | +15.2% |
| 6M | +11.0% | -43.4% | +54.3% | +11.2% |
| YTD | +40.7% | -31.0% | +71.7% | +39.1% |
| 1Y | +52.3% | +145.2% | -92.9% | +39.9% |
| 3Y | +60.5% | -24.1% | +84.5% | +51.8% |
| 5Y | +266.4% | -48.1% | +314.6% | +243.7% |
| All | +223.6% | -52.9% | +276.4% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling