+264.7%
XOM vs TT
+143.7%
+121.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +1.9% | -1.0% | +2.8% | +1.9% |
| 30D | +4.1% | -8.9% | +13.0% | +4.6% |
| 3M | +10.4% | -1.8% | +12.2% | +10.3% |
| 6M | +13.0% | +1.9% | +11.1% | +12.3% |
| YTD | +40.1% | +13.8% | +26.3% | +37.5% |
| 1Y | +51.1% | +6.1% | +45.0% | +49.2% |
| 3Y | +57.7% | +119.6% | -61.9% | +42.7% |
| 5Y | +264.7% | +145.9% | +118.9% | +223.1% |
| All | +264.7% | +143.7% | +121.0% | +223.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling