+2,768.5%
XOM vs TSEM
+10.0%
+2,758.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +0.8% |
| 7D | -2.4% | +10.4% | -12.8% | -2.9% |
| 30D | +5.7% | -12.9% | +18.6% | +6.3% |
| 3M | +6.6% | -9.2% | +15.7% | +6.4% |
| 6M | +7.7% | +98.8% | -91.1% | +2.4% |
| YTD | +36.2% | +87.2% | -51.0% | +29.6% |
| 1Y | +50.5% | +239.0% | -188.5% | +38.2% |
| 3Y | +53.4% | +679.5% | -626.1% | +33.2% |
| 5Y | +254.2% | +667.3% | -413.1% | +206.0% |
| 10Y | +177.9% | +1,301.0% | -1,123.1% | +131.1% |
| All | +2,768.5% | +10.0% | +2,758.4% | +2,201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling