+988.3%
XLE vs TRMB
+4,157.8%
-3,169.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -12.0% | -16.7% | +4.7% | -8.9% |
| 30D | -2.7% | -9.9% | +7.2% | -1.0% |
| 3M | +6.6% | -7.6% | +14.2% | +7.7% |
| 6M | +9.5% | -14.7% | +24.2% | +12.0% |
| YTD | +40.6% | -30.9% | +71.5% | +49.2% |
| 1Y | +43.6% | -31.3% | +74.9% | +52.4% |
| 3Y | +58.1% | +29.4% | +28.7% | +46.2% |
| 5Y | +152.2% | -37.4% | +189.5% | +164.2% |
| 10Y | +172.9% | +109.2% | +63.8% | +125.9% |
| All | +988.3% | +4,157.8% | -3,169.5% | +590.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling