+48.3%
XLE vs TRMB
-24.7%
+73.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.9% |
| 7D | +2.2% | -2.5% | +4.7% | +2.0% |
| 30D | +11.8% | +1.5% | +10.3% | +11.9% |
| 3M | +9.8% | +6.8% | +3.1% | +10.4% |
| 6M | +15.6% | -14.9% | +30.5% | +15.9% |
| YTD | +45.3% | -24.1% | +69.4% | +45.8% |
| 1Y | +48.3% | -25.4% | +73.7% | +48.3% |
| All | +48.3% | -24.7% | +73.0% | +48.3% |
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