+211.6%
XOM vs TFC
+1.3%
+210.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | +2.8% | +2.3% | +0.6% | +2.3% |
| 30D | -3.6% | +10.8% | -14.4% | -5.9% |
| 3M | +8.2% | -3.8% | +12.0% | +9.0% |
| 6M | +14.0% | +9.6% | +4.5% | +11.1% |
| YTD | +44.6% | +5.8% | +38.8% | +41.3% |
| 1Y | +47.8% | +16.2% | +31.6% | +40.8% |
| 3Y | +79.6% | +96.0% | -16.4% | +48.0% |
| All | +211.6% | +1.3% | +210.3% | +198.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling