+59.7%
XOM vs TEL
+65.7%
-6.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.9% | -2.3% | +4.1% | +2.0% |
| 30D | +4.1% | -6.1% | +10.1% | +4.5% |
| 3M | +10.4% | +1.7% | +8.7% | +9.9% |
| 6M | +13.0% | +1.6% | +11.4% | +11.4% |
| YTD | +40.1% | -9.1% | +49.1% | +40.3% |
| 1Y | +51.1% | -1.7% | +52.8% | +47.5% |
| All | +59.7% | +65.7% | -6.0% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 3y: compounded portfolio wealth divided by compounded TEL 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…
3y analysis · Full analysis span regression · 6 months rolling