+53.4%
XOM vs TT
+121.9%
-68.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.7% |
| 7D | -2.4% | +1.6% | -3.9% | -2.3% |
| 30D | +5.7% | -7.3% | +13.0% | +5.6% |
| 3M | +6.6% | -2.6% | +9.1% | +6.5% |
| 6M | +7.7% | +5.9% | +1.8% | +7.1% |
| YTD | +36.2% | +15.4% | +20.8% | +34.8% |
| 1Y | +50.5% | +8.2% | +42.2% | +49.2% |
| 3Y | +53.4% | +122.7% | -69.3% | +53.7% |
| All | +53.4% | +121.9% | -68.5% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling