+254.2%
XOM vs TER
+216.0%
+38.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.6% |
| 7D | -2.4% | +11.0% | -13.3% | -2.8% |
| 30D | +5.7% | -1.9% | +7.5% | +5.6% |
| 3M | +6.6% | -0.7% | +7.2% | +5.9% |
| 6M | +7.7% | +36.4% | -28.7% | +3.4% |
| YTD | +36.2% | +92.4% | -56.3% | +26.4% |
| 1Y | +50.5% | +213.5% | -163.0% | +32.4% |
| 3Y | +53.4% | +277.2% | -223.9% | +27.3% |
| 5Y | +254.2% | +219.1% | +35.1% | +194.9% |
| All | +254.2% | +216.0% | +38.2% | +194.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling