+41.0%
XLE vs TRMB
-31.3%
+72.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.5% |
| 7D | -7.9% | -17.0% | +9.1% | -8.1% |
| 30D | -4.8% | -9.0% | +4.2% | -4.2% |
| 3M | +8.4% | -8.1% | +16.5% | +9.2% |
| 6M | +12.7% | -10.1% | +22.7% | +13.8% |
| YTD | +41.3% | -30.2% | +71.5% | +41.4% |
| All | +41.0% | -31.3% | +72.3% | +41.2% |
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