+211.2%
XOM vs TXG
+24.6%
+186.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +2.1% |
| 7D | 0.0% | +9.1% | -9.1% | -0.3% |
| 30D | +3.4% | +14.9% | -11.4% | +2.8% |
| 3M | +11.0% | +120.0% | -109.0% | +6.8% |
| 6M | +10.6% | +221.8% | -211.2% | +3.9% |
| YTD | +39.2% | +312.6% | -273.4% | +28.6% |
| 1Y | +52.7% | +398.4% | -345.7% | +38.7% |
| 3Y | +56.8% | +42.1% | +14.7% | +49.6% |
| 5Y | +261.8% | -63.5% | +325.2% | +265.0% |
| All | +211.2% | +24.6% | +186.6% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling