+192.9%
XOM vs TRU
+147.2%
+45.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +4.1% | -2.7% | +6.8% | +4.7% |
| 30D | +4.6% | -2.0% | +6.6% | +4.9% |
| 3M | +14.0% | +18.4% | -4.5% | +9.1% |
| 6M | +11.0% | +8.9% | +2.1% | +7.4% |
| YTD | +40.7% | -8.9% | +49.6% | +41.2% |
| 1Y | +52.3% | -15.9% | +68.2% | +55.2% |
| 3Y | +60.5% | -1.1% | +61.5% | +49.8% |
| 5Y | +266.4% | -35.2% | +301.6% | +289.3% |
| All | +192.9% | +147.2% | +45.8% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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