+192.9%
XOM vs TTMI
+1,127.6%
-934.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | 0.0% |
| 7D | +4.1% | +0.7% | +3.4% | +4.0% |
| 30D | +4.6% | -8.4% | +13.0% | +5.4% |
| 3M | +14.0% | -32.5% | +46.4% | +18.5% |
| 6M | +11.0% | +32.5% | -21.5% | +1.8% |
| YTD | +40.7% | +83.2% | -42.5% | +19.8% |
| 1Y | +52.3% | +161.7% | -109.4% | +18.7% |
| 3Y | +60.5% | +890.1% | -829.7% | -11.0% |
| 5Y | +266.4% | +832.4% | -566.0% | +97.0% |
| All | +192.9% | +1,127.6% | -934.7% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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