+79.6%
XOM vs TT
+91.4%
-11.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.5% |
| 7D | +2.8% | +4.0% | -1.2% | +2.9% |
| 30D | -3.6% | -11.3% | +7.7% | -3.7% |
| 3M | +8.2% | -12.3% | +20.5% | +8.2% |
| 6M | +14.0% | -10.8% | +24.9% | +14.0% |
| YTD | +44.6% | +8.2% | +36.4% | +42.3% |
| 1Y | +47.8% | +1.5% | +46.3% | +46.0% |
| 3Y | +79.6% | +91.5% | -11.9% | +70.4% |
| All | +79.6% | +91.4% | -11.8% | +70.4% |
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 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