+191.6%
XOM vs TSN
-5.9%
+197.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | +1.9% | +1.4% | +0.5% | +1.4% |
| 30D | +4.1% | -6.2% | +10.2% | +6.0% |
| 3M | +10.4% | -5.7% | +16.1% | +12.0% |
| 6M | +13.0% | -11.4% | +24.4% | +16.2% |
| YTD | +40.1% | -8.2% | +48.2% | +42.2% |
| 1Y | +51.1% | -2.0% | +53.1% | +49.8% |
| 3Y | +57.7% | +11.9% | +45.9% | +47.5% |
| 5Y | +264.7% | -17.8% | +282.5% | +271.6% |
| All | +191.6% | -5.9% | +197.4% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling