+49.9%
XLE vs TRMB
-31.2%
+81.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -17.3% | +12.6% | -5.0% |
| 7D | -7.2% | -15.7% | +8.5% | -7.2% |
| 30D | +0.1% | -7.8% | +7.9% | +0.9% |
| 3M | +9.2% | -9.3% | +18.5% | +9.9% |
| 6M | +8.4% | -20.8% | +29.2% | +8.8% |
| YTD | +44.9% | -30.8% | +75.6% | +45.0% |
| 1Y | +49.9% | -31.0% | +80.8% | +50.4% |
| All | +49.9% | -31.2% | +81.1% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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