+1,024.7%
XLE vs TRMB
+4,579.6%
-3,554.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 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% | +7.9% |
| 6M | +15.6% | -14.9% | +30.5% | +18.5% |
| YTD | +45.3% | -24.1% | +69.4% | +51.9% |
| 1Y | +48.3% | -25.4% | +73.7% | +55.2% |
| 3Y | +55.4% | +8.0% | +47.4% | +49.1% |
| 5Y | +216.1% | -37.3% | +253.4% | +232.0% |
| 10Y | +178.4% | +116.8% | +61.6% | +129.0% |
| All | +1,024.7% | +4,579.6% | -3,554.9% | +603.1% |
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 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