+205.4%
XOM vs TPR
+364.3%
-158.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | -3.6% | +15.1% | -18.7% | -6.8% |
| 3M | +8.2% | +3.5% | +4.7% | +6.9% |
| 6M | +14.0% | +0.4% | +13.6% | +12.3% |
| YTD | +44.6% | +4.6% | +40.0% | +39.1% |
| 1Y | +47.8% | +33.1% | +14.7% | +33.9% |
| 3Y | +79.6% | +396.0% | -316.4% | +9.8% |
| 5Y | +214.3% | +230.3% | -16.0% | +106.2% |
| All | +205.4% | +364.3% | -158.9% | +54.8% |
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