+947.8%
XOM vs TKO
+1,395.0%
-447.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +1.9% | +0.1% | +1.7% | +1.8% |
| 30D | +4.1% | -2.6% | +6.7% | +4.3% |
| 3M | +10.4% | -7.8% | +18.2% | +11.4% |
| 6M | +13.0% | -7.0% | +20.0% | +13.6% |
| YTD | +40.1% | -8.5% | +48.6% | +40.8% |
| 1Y | +51.1% | -1.3% | +52.4% | +49.9% |
| 3Y | +57.7% | +105.0% | -47.2% | +38.1% |
| 5Y | +264.7% | +292.9% | -28.2% | +185.3% |
| 10Y | +193.1% | +979.3% | -786.3% | +92.0% |
| All | +947.8% | +1,395.0% | -447.2% | +444.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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