+58.8%
XOM vs TLN
+483.9%
-425.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.2% |
| 7D | 0.0% | +5.8% | -5.8% | +0.2% |
| 30D | +3.4% | -6.9% | +10.3% | +3.2% |
| 3M | +11.0% | -10.9% | +21.9% | +10.7% |
| 6M | +10.6% | -4.6% | +15.2% | +10.6% |
| YTD | +39.2% | -14.7% | +53.9% | +39.1% |
| 1Y | +52.7% | -17.9% | +70.6% | +52.6% |
| All | +58.8% | +483.9% | -425.1% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling