+175.1%
XOM vs TPG
+71.4%
+103.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.7% | +1.0% |
| 7D | +1.9% | -11.8% | +13.7% | +3.2% |
| 30D | +4.1% | -6.3% | +10.3% | +4.6% |
| 3M | +10.4% | +13.6% | -3.2% | +8.3% |
| 6M | +13.0% | +13.8% | -0.8% | +10.4% |
| YTD | +40.1% | -23.7% | +63.8% | +44.7% |
| 1Y | +51.1% | -18.2% | +69.3% | +54.0% |
| 3Y | +57.7% | +80.1% | -22.4% | +38.5% |
| All | +175.1% | +71.4% | +103.7% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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