+47.9%
XOM vs TT
+0.9%
+47.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +2.7% | +8.1% | -5.3% | +3.8% |
| 30D | -2.5% | -11.3% | +8.8% | -4.2% |
| 3M | +7.0% | -11.2% | +18.1% | +5.3% |
| 6M | +14.2% | -8.9% | +23.1% | +13.3% |
| YTD | +43.9% | +9.7% | +34.2% | +40.2% |
| 1Y | +47.9% | +1.3% | +46.6% | +43.3% |
| All | +47.9% | +0.9% | +47.0% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling