+192.9%
XOM vs TSEM
+1,313.0%
-1,120.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +4.1% | -4.9% | +9.0% | +4.7% |
| 30D | +4.6% | -18.7% | +23.3% | +6.8% |
| 3M | +14.0% | -18.1% | +32.1% | +14.9% |
| 6M | +11.0% | +77.1% | -66.1% | -2.1% |
| YTD | +40.7% | +80.1% | -39.4% | +22.8% |
| 1Y | +52.3% | +220.4% | -168.1% | +19.7% |
| 3Y | +60.5% | +650.1% | -589.6% | +3.2% |
| 5Y | +266.4% | +628.9% | -362.5% | +127.9% |
| All | +192.9% | +1,313.0% | -1,120.1% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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