+191.3%
XOM vs TMF
-86.2%
+277.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.0% |
| 7D | 0.0% | -0.9% | +0.9% | -0.1% |
| 30D | +3.4% | -1.0% | +4.4% | +3.4% |
| 3M | +11.0% | -11.3% | +22.3% | +9.3% |
| 6M | +10.6% | -22.7% | +33.3% | +7.1% |
| YTD | +39.2% | -17.3% | +56.6% | +36.2% |
| 1Y | +52.7% | -22.5% | +75.2% | +48.2% |
| 3Y | +56.8% | -43.2% | +100.0% | +48.2% |
| 5Y | +261.8% | -88.3% | +350.1% | +154.1% |
| 10Y | +191.3% | -86.0% | +277.3% | +129.3% |
| All | +191.3% | -86.2% | +277.5% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling