+195.8%
XOM vs TMF
-88.4%
+284.2%
-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 | -8.3% | +0.6% | -8.9% | -8.3% |
| 30D | -2.5% | +16.3% | -18.8% | -1.4% |
| 3M | +8.3% | -2.7% | +11.0% | +8.3% |
| 6M | +15.5% | -13.2% | +28.6% | +14.7% |
| YTD | +39.6% | -16.7% | +56.3% | +38.6% |
| 1Y | +44.6% | -22.7% | +67.3% | +43.0% |
| 3Y | +76.6% | -26.1% | +102.7% | +76.0% |
| 5Y | +195.8% | -88.4% | +284.2% | +143.5% |
| All | +195.8% | -88.4% | +284.2% | +143.5% |
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