+348.4%
XOM vs TMF
-68.9%
+417.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.6% |
| 7D | +1.8% | -1.4% | +3.2% | +1.5% |
| 30D | +5.9% | -2.8% | +8.7% | +5.5% |
| 3M | +5.6% | -10.9% | +16.5% | +3.9% |
| 6M | +7.9% | -21.3% | +29.2% | +4.5% |
| YTD | +35.2% | -15.9% | +51.1% | +32.4% |
| 1Y | +46.0% | -15.7% | +61.7% | +43.4% |
| 3Y | +55.0% | -43.4% | +98.4% | +46.3% |
| 5Y | +246.3% | -87.8% | +334.1% | +157.6% |
| 10Y | +181.0% | -86.7% | +267.7% | +131.0% |
| All | +348.4% | -68.9% | +417.3% | +391.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling