+255.6%
XOM vs TTMI
+800.2%
-544.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +1.9% | +6.0% | -4.2% | +1.6% |
| 30D | +4.1% | -6.4% | +10.5% | +4.2% |
| 3M | +10.4% | -28.9% | +39.3% | +11.6% |
| 6M | +13.0% | +26.9% | -13.8% | +9.1% |
| YTD | +40.1% | +77.3% | -37.2% | +30.2% |
| 1Y | +51.1% | +147.5% | -96.4% | +34.2% |
| 3Y | +57.7% | +847.6% | -789.9% | +15.0% |
| All | +255.6% | +800.2% | -544.6% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling