+43.4%
XOM vs TSLL
-47.7%
+91.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.9% | -11.6% | -0.1% |
| 7D | -8.3% | -14.3% | +6.0% | -9.0% |
| 30D | -2.5% | -6.2% | +3.7% | -2.5% |
| 3M | +8.3% | +21.2% | -12.9% | +10.6% |
| 6M | +15.5% | -36.6% | +52.0% | +13.9% |
| YTD | +39.6% | -47.8% | +87.4% | +39.5% |
| All | +43.4% | -47.7% | +91.1% | +42.2% |
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