+4,261.5%
XOM vs TFC
+2,596.5%
+1,665.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +1.8% | +2.4% | -0.7% | +1.0% |
| 30D | +5.9% | -1.3% | +7.2% | +6.2% |
| 3M | +5.6% | +6.1% | -0.5% | +3.5% |
| 6M | +7.9% | +7.3% | +0.5% | +4.8% |
| YTD | +35.2% | +8.2% | +27.0% | +30.8% |
| 1Y | +46.0% | +14.4% | +31.6% | +38.8% |
| 3Y | +55.0% | +93.7% | -38.7% | +24.1% |
| 5Y | +246.3% | +16.4% | +229.9% | +212.7% |
| 10Y | +181.0% | +101.6% | +79.4% | +114.7% |
| All | +4,261.5% | +2,596.5% | +1,665.1% | +2,371.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling