+60.5%
XOM vs TNA
+101.9%
-41.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +4.1% | -7.3% | +11.4% | +4.6% |
| 30D | +4.6% | -14.2% | +18.7% | +5.6% |
| 3M | +14.0% | -4.6% | +18.5% | +13.9% |
| 6M | +11.0% | +36.9% | -26.0% | +6.6% |
| YTD | +40.7% | +42.5% | -1.8% | +34.0% |
| 1Y | +52.3% | +45.8% | +6.5% | +43.8% |
| 3Y | +60.5% | +104.7% | -44.2% | +41.2% |
| All | +60.5% | +101.9% | -41.4% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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