+170.7%
XLE vs TRMB
+114.9%
+55.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +12.6% | -1.2% | +13.9% | +12.9% |
| 3M | +11.8% | +9.6% | +2.2% | +7.2% |
| 6M | +16.1% | -16.1% | +32.2% | +22.2% |
| YTD | +46.9% | -25.0% | +71.8% | +60.4% |
| 1Y | +53.3% | -27.7% | +80.9% | +68.8% |
| 3Y | +54.9% | +15.3% | +39.6% | +36.8% |
| 5Y | +225.7% | -37.4% | +263.1% | +262.0% |
| 10Y | +170.7% | +117.5% | +53.2% | +59.1% |
| All | +170.7% | +114.9% | +55.8% | +59.1% |
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