+53.4%
XOM vs TER
+278.1%
-224.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.7% |
| 7D | -2.4% | +11.0% | -13.3% | -2.4% |
| 30D | +5.7% | -1.9% | +7.5% | +5.6% |
| 3M | +6.6% | -0.7% | +7.2% | +6.3% |
| 6M | +7.7% | +36.4% | -28.7% | +5.0% |
| YTD | +36.2% | +92.4% | -56.3% | +29.5% |
| 1Y | +50.5% | +213.5% | -163.0% | +37.4% |
| 3Y | +53.4% | +277.2% | -223.9% | +24.1% |
| All | +53.4% | +278.1% | -224.8% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling