+74.6%
XOM vs TLN
+574.4%
-499.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +4.1% | -1.3% | +5.4% | +4.0% |
| 30D | +4.6% | -14.3% | +18.9% | +4.1% |
| 3M | +14.0% | -9.3% | +23.3% | +13.7% |
| 6M | +11.0% | -1.1% | +12.1% | +10.8% |
| YTD | +40.7% | -16.6% | +57.3% | +40.5% |
| 1Y | +52.3% | -22.0% | +74.3% | +52.2% |
| 3Y | +60.5% | +470.2% | -409.7% | +57.1% |
| All | +74.6% | +574.4% | -499.7% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling