+191.3%
XOM vs TT
+906.5%
-715.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | 0.0% | +1.4% | -1.4% | -0.4% |
| 30D | +3.4% | -6.7% | +10.1% | +5.5% |
| 3M | +11.0% | -5.4% | +16.4% | +12.1% |
| 6M | +10.6% | +4.4% | +6.2% | +7.3% |
| YTD | +39.2% | +14.9% | +24.3% | +30.3% |
| 1Y | +52.7% | +9.3% | +43.5% | +44.8% |
| 3Y | +56.8% | +121.7% | -65.0% | +8.1% |
| 5Y | +261.8% | +148.2% | +113.6% | +131.2% |
| 10Y | +191.3% | +957.3% | -766.0% | -4.4% |
| All | +191.3% | +906.5% | -715.2% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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