+192.9%
XOM vs TER
+1,891.7%
-1,698.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.1% |
| 7D | +4.1% | +6.4% | -2.3% | +3.3% |
| 30D | +4.6% | -5.7% | +10.3% | +5.1% |
| 3M | +14.0% | -0.4% | +14.4% | +12.1% |
| 6M | +11.0% | +25.8% | -14.9% | +3.1% |
| YTD | +40.7% | +96.4% | -55.7% | +20.0% |
| 1Y | +52.3% | +229.2% | -176.9% | +16.8% |
| 3Y | +60.5% | +288.1% | -227.7% | +12.7% |
| 5Y | +266.4% | +219.9% | +46.5% | +154.9% |
| All | +192.9% | +1,891.7% | -1,698.8% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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