+191.3%
XOM vs TPR
+299.5%
-108.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.9% |
| 7D | 0.0% | -7.3% | +7.4% | +1.7% |
| 30D | +3.4% | -30.7% | +34.2% | +11.5% |
| 3M | +11.0% | -21.6% | +32.6% | +16.1% |
| 6M | +10.6% | -21.3% | +31.9% | +14.5% |
| YTD | +39.2% | -10.2% | +49.4% | +39.0% |
| 1Y | +52.7% | +9.5% | +43.2% | +44.4% |
| 3Y | +56.8% | +280.8% | -224.0% | +2.4% |
| 5Y | +261.8% | +218.7% | +43.1% | +136.5% |
| 10Y | +191.3% | +306.7% | -115.4% | +49.6% |
| All | +191.3% | +299.5% | -108.2% | +49.6% |
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