+4,543.5%
XOM vs TER
+10,451.6%
-5,908.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +2.7% | +24.0% | -21.3% | +0.4% |
| 30D | -2.5% | -30.6% | +28.2% | +0.6% |
| 3M | +7.0% | -34.5% | +41.5% | +10.5% |
| 6M | +14.2% | -26.4% | +40.6% | +15.0% |
| YTD | +43.9% | +36.4% | +7.5% | +33.8% |
| 1Y | +47.9% | +47.4% | +0.5% | +36.1% |
| 3Y | +80.6% | +202.6% | -122.0% | +49.5% |
| 5Y | +212.8% | +83.9% | +128.9% | +168.3% |
| 10Y | +202.6% | +1,068.0% | -865.4% | +110.6% |
| All | +4,543.5% | +10,451.6% | -5,908.1% | +2,494.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling