+264.7%
XOM vs TSEM
+610.6%
-345.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.7% |
| 7D | +1.9% | +0.9% | +0.9% | +1.8% |
| 30D | +4.1% | -16.6% | +20.7% | +4.4% |
| 3M | +10.4% | -10.9% | +21.3% | +10.3% |
| 6M | +13.0% | +78.0% | -65.0% | +8.9% |
| YTD | +40.1% | +77.2% | -37.1% | +34.6% |
| 1Y | +51.1% | +207.6% | -156.4% | +40.3% |
| 3Y | +57.7% | +637.8% | -580.1% | +36.4% |
| 5Y | +264.7% | +617.0% | -352.3% | +213.7% |
| All | +264.7% | +610.6% | -345.9% | +213.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling