+220.1%
XOM vs TE
-49.8%
+269.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.3% |
| 7D | 0.0% | +15.0% | -14.9% | -0.3% |
| 30D | +3.4% | -7.5% | +11.0% | +3.6% |
| 3M | +11.0% | -42.0% | +53.0% | +12.0% |
| 6M | +10.6% | -31.4% | +42.0% | +10.1% |
| YTD | +39.2% | -26.5% | +65.7% | +37.5% |
| 1Y | +52.7% | +153.1% | -100.4% | +40.3% |
| 3Y | +56.8% | -20.7% | +77.4% | +48.3% |
| 5Y | +261.8% | -45.4% | +307.2% | +239.3% |
| All | +220.1% | -49.8% | +269.9% | +209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling