+104.1%
XOM vs TSLL
-54.0%
+158.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.9% | -7.1% | +0.7% |
| 7D | -2.4% | +5.8% | -8.2% | -2.4% |
| 30D | +5.7% | +21.7% | -16.0% | +5.4% |
| 3M | +6.6% | -28.2% | +34.8% | +6.8% |
| 6M | +7.7% | -29.5% | +37.1% | +7.7% |
| YTD | +36.2% | -47.5% | +83.7% | +37.0% |
| 1Y | +50.5% | -20.8% | +71.3% | +49.5% |
| 3Y | +53.4% | -26.7% | +80.1% | +48.7% |
| All | +104.1% | -54.0% | +158.2% | +108.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling