+52.6%
XOM vs TSLL
-48.4%
+101.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.3% | +1.7% | -5.0% |
| 7D | -7.0% | -9.4% | +2.4% | -7.6% |
| 30D | +3.2% | +1.6% | +1.6% | +3.5% |
| 3M | +10.7% | +29.4% | -18.7% | +13.2% |
| 6M | +11.6% | -20.1% | +31.7% | +11.5% |
| YTD | +43.5% | -44.5% | +88.0% | +43.2% |
| 1Y | +52.6% | -46.0% | +98.6% | +51.7% |
| All | +52.6% | -48.4% | +101.0% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling