+255.6%
XOM vs TRV
+157.5%
+98.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +1.9% | -1.5% | +3.3% | +2.3% |
| 30D | +4.1% | -1.8% | +5.9% | +4.6% |
| 3M | +10.4% | +21.6% | -11.2% | +3.4% |
| 6M | +13.0% | +22.5% | -9.4% | +5.3% |
| YTD | +40.1% | +28.1% | +11.9% | +28.3% |
| 1Y | +51.1% | +37.0% | +14.1% | +35.0% |
| 3Y | +57.7% | +141.9% | -84.2% | +7.9% |
| All | +255.6% | +157.5% | +98.1% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 5y: compounded portfolio wealth divided by compounded TRV 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…
5y analysis · Full analysis span regression · 6 months rolling