+257.2%
XOM vs TXG
-62.8%
+320.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.9% | +0.4% |
| 7D | +4.1% | +9.5% | -5.4% | +3.8% |
| 30D | +4.6% | +18.8% | -14.2% | +4.0% |
| 3M | +14.0% | +136.1% | -122.2% | +10.7% |
| 6M | +11.0% | +235.2% | -224.3% | +5.8% |
| YTD | +40.7% | +320.5% | -279.8% | +32.5% |
| 1Y | +52.3% | +425.2% | -372.9% | +41.2% |
| 3Y | +60.5% | +42.9% | +17.6% | +54.5% |
| All | +257.2% | -62.8% | +320.0% | +231.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling