+218.0%
XLE vs TRMB
-37.2%
+255.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | +2.2% | -2.5% | +4.7% | +2.7% |
| 30D | +11.8% | +1.5% | +10.3% | +11.3% |
| 3M | +9.8% | +6.8% | +3.1% | +7.8% |
| 6M | +15.6% | -14.9% | +30.5% | +19.3% |
| YTD | +45.3% | -24.1% | +69.4% | +53.8% |
| 1Y | +48.3% | -25.4% | +73.7% | +57.1% |
| 3Y | +55.4% | +8.0% | +47.4% | +47.4% |
| All | +218.0% | -37.2% | +255.2% | +237.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling