+47.7%
XLE vs TRMB
-31.7%
+79.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +5.4% | +2.8% | +2.6% | +5.4% |
| 30D | -3.9% | -5.9% | +1.9% | -3.1% |
| 3M | +7.0% | -3.3% | +10.3% | +8.2% |
| 6M | +14.2% | +1.3% | +12.9% | +16.1% |
| YTD | +48.2% | -29.0% | +77.2% | +49.0% |
| 1Y | +47.7% | -27.8% | +75.4% | +47.2% |
| All | +47.7% | -31.7% | +79.4% | +47.2% |
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