+46.0%
XOM vs TXG
+372.5%
-326.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | +1.8% | +1.8% | 0.0% | +1.9% |
| 30D | +5.9% | +32.0% | -26.2% | +7.9% |
| 3M | +5.6% | +87.0% | -81.4% | +10.9% |
| 6M | +7.9% | +180.1% | -172.2% | +15.8% |
| YTD | +35.2% | +284.1% | -248.9% | +44.5% |
| 1Y | +46.0% | +361.7% | -315.7% | +54.0% |
| All | +46.0% | +372.5% | -326.5% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling