+204.0%
XOM vs TT
+737.0%
-533.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +2.7% | +8.1% | -5.3% | +0.4% |
| 30D | -2.5% | -11.3% | +8.8% | +0.7% |
| 3M | +7.0% | -11.2% | +18.1% | +10.3% |
| 6M | +14.2% | -8.9% | +23.1% | +15.9% |
| YTD | +43.9% | +9.7% | +34.2% | +36.0% |
| 1Y | +47.9% | +1.3% | +46.6% | +43.4% |
| 3Y | +80.6% | +93.4% | -12.8% | +31.5% |
| 5Y | +212.8% | +133.5% | +79.2% | +103.6% |
| All | +204.0% | +737.0% | -533.1% | +8.5% |
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