+72.9%
XOM vs TSLL
-21.0%
+93.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.6% | -8.3% | +0.3% |
| 7D | -11.4% | -21.2% | +9.8% | -11.3% |
| 30D | +1.1% | -13.3% | +14.4% | +1.2% |
| 3M | +7.8% | +15.4% | -7.6% | +7.7% |
| 6M | +13.0% | -34.2% | +47.3% | +13.1% |
| YTD | +40.6% | -52.9% | +93.5% | +41.4% |
| 1Y | +49.1% | -54.3% | +103.4% | +49.8% |
| 3Y | +72.9% | -18.4% | +91.3% | +70.0% |
| All | +72.9% | -21.0% | +93.9% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling