+52.6%
XOM vs TFC
+20.8%
+31.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.0% | -7.6% | -4.2% |
| 7D | -7.0% | +5.1% | -12.1% | -6.3% |
| 30D | +3.2% | +9.8% | -6.6% | +4.5% |
| 3M | +10.7% | -2.4% | +13.1% | +10.5% |
| 6M | +11.6% | +4.9% | +6.7% | +13.3% |
| YTD | +43.5% | +6.6% | +36.9% | +44.7% |
| 1Y | +52.6% | +21.3% | +31.3% | +46.4% |
| All | +52.6% | +20.8% | +31.8% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling