+744.6%
XOM vs TPR
+8,033.7%
-7,289.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | -11.4% | +14.2% | -25.6% | -14.0% |
| 30D | +1.1% | +17.1% | -16.0% | -2.5% |
| 3M | +7.8% | -17.7% | +25.5% | +11.5% |
| 6M | +13.0% | -10.2% | +23.2% | +13.9% |
| YTD | +40.6% | +4.9% | +35.7% | +35.6% |
| 1Y | +49.1% | +36.1% | +12.9% | +35.4% |
| 3Y | +72.9% | +416.5% | -343.6% | +11.3% |
| 5Y | +204.0% | +254.8% | -50.8% | +105.5% |
| 10Y | +205.7% | +391.7% | -186.0% | +73.0% |
| All | +744.6% | +8,033.7% | -7,289.1% | +205.0% |
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