+54.4%
XOM vs TMF
-41.6%
+96.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.7% |
| 7D | +1.8% | -1.4% | +3.2% | +1.7% |
| 30D | +5.9% | -2.8% | +8.7% | +5.7% |
| 3M | +5.6% | -10.9% | +16.5% | +5.1% |
| 6M | +7.9% | -21.3% | +29.2% | +7.4% |
| YTD | +35.2% | -15.9% | +51.1% | +34.6% |
| 1Y | +46.0% | -15.7% | +61.7% | +45.4% |
| All | +54.4% | -41.6% | +96.1% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling