+59.7%
XOM vs TXG
+39.1%
+20.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | +1.9% | +5.0% | -3.1% | +1.8% |
| 30D | +4.1% | +13.5% | -9.4% | +3.8% |
| 3M | +10.4% | +128.0% | -117.6% | +8.7% |
| 6M | +13.0% | +224.4% | -211.4% | +9.6% |
| YTD | +40.1% | +307.0% | -266.9% | +34.0% |
| 1Y | +51.1% | +427.2% | -376.1% | +42.1% |
| All | +59.7% | +39.1% | +20.6% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling