+752.1%
XOM vs TTMI
+522.4%
+229.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.2% | +0.5% |
| 7D | -2.4% | +12.2% | -14.5% | -3.5% |
| 30D | +5.7% | -5.7% | +11.4% | +5.9% |
| 3M | +6.6% | -27.5% | +34.0% | +8.7% |
| 6M | +7.7% | +47.1% | -39.5% | +0.9% |
| YTD | +36.2% | +87.5% | -51.3% | +23.4% |
| 1Y | +50.5% | +175.2% | -124.7% | +29.6% |
| 3Y | +53.4% | +901.9% | -848.6% | +12.2% |
| 5Y | +254.2% | +843.5% | -589.3% | +156.9% |
| 10Y | +177.9% | +1,077.0% | -899.1% | +93.2% |
| All | +752.1% | +522.4% | +229.7% | +403.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling