+193.1%
XOM vs TPR
+387.0%
-193.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | -7.3% | +12.1% | -19.4% | -9.7% |
| 30D | -2.6% | +16.7% | -19.3% | -6.1% |
| 3M | +3.6% | -17.4% | +21.0% | +7.1% |
| 6M | +15.3% | +2.3% | +13.0% | +13.1% |
| YTD | +39.4% | +7.1% | +32.3% | +33.5% |
| 1Y | +43.2% | +29.5% | +13.7% | +30.6% |
| 3Y | +74.9% | +415.0% | -340.1% | +6.1% |
| 5Y | +201.3% | +261.5% | -60.2% | +92.4% |
| All | +193.1% | +387.0% | -193.9% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling