+257.2%
XOM vs TFC
+15.3%
+242.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +4.1% | -2.4% | +6.5% | +4.7% |
| 30D | +4.6% | -3.4% | +7.9% | +5.4% |
| 3M | +14.0% | +0.4% | +13.5% | +13.6% |
| 6M | +11.0% | +12.7% | -1.7% | +6.9% |
| YTD | +40.7% | +5.6% | +35.1% | +37.6% |
| 1Y | +52.3% | +16.0% | +36.3% | +44.9% |
| 3Y | +60.5% | +94.0% | -33.5% | +30.9% |
| All | +257.2% | +15.3% | +242.0% | +214.7% |
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