+172.3%
XLE vs TRMB
+105.4%
+67.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.7% |
| 7D | -0.2% | +4.1% | -4.3% | -1.6% |
| 30D | -4.0% | -5.1% | +1.1% | -2.9% |
| 3M | +4.6% | -2.6% | +7.2% | +4.5% |
| 6M | +12.3% | -2.7% | +15.0% | +11.3% |
| YTD | +44.5% | -27.9% | +72.5% | +58.8% |
| 1Y | +42.4% | -29.0% | +71.4% | +56.9% |
| 3Y | +67.0% | +35.0% | +32.1% | +37.8% |
| 5Y | +161.9% | -33.9% | +195.8% | +180.3% |
| All | +172.3% | +105.4% | +67.0% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling