+712.0%
XOM vs TPR
+7,380.8%
-6,668.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.8% | -2.3% | +4.1% | +2.2% |
| 30D | +5.9% | -23.0% | +28.8% | +11.4% |
| 3M | +5.6% | -12.5% | +18.0% | +7.8% |
| 6M | +7.9% | -21.4% | +29.3% | +11.7% |
| YTD | +35.2% | -3.5% | +38.7% | +33.3% |
| 1Y | +46.0% | +17.4% | +28.6% | +37.0% |
| 3Y | +55.0% | +291.3% | -236.2% | +6.6% |
| 5Y | +246.3% | +241.9% | +4.4% | +136.2% |
| 10Y | +181.0% | +322.7% | -141.7% | +64.7% |
| All | +712.0% | +7,380.8% | -6,668.8% | +199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling