+254.2%
XOM vs TMF
-87.6%
+341.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.4% | +1.0% | -3.3% | -2.3% |
| 30D | +5.7% | -1.8% | +7.5% | +5.6% |
| 3M | +6.6% | -8.2% | +14.8% | +6.1% |
| 6M | +7.7% | -19.5% | +27.2% | +6.5% |
| YTD | +36.2% | -16.0% | +52.1% | +35.1% |
| 1Y | +50.5% | -22.5% | +73.0% | +48.7% |
| 3Y | +53.4% | -42.3% | +95.6% | +50.0% |
| 5Y | +254.2% | -87.7% | +341.9% | +200.4% |
| All | +254.2% | -87.6% | +341.8% | +200.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling