+191.6%
XOM vs TRMB
+118.7%
+72.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +1.9% | -5.4% | +7.3% | +3.3% |
| 30D | +4.1% | -2.0% | +6.0% | +4.4% |
| 3M | +10.4% | +12.3% | -1.9% | +6.4% |
| 6M | +13.0% | -17.6% | +30.6% | +17.9% |
| YTD | +40.1% | -27.5% | +67.5% | +50.8% |
| 1Y | +51.1% | -29.1% | +80.2% | +63.0% |
| 3Y | +57.7% | +11.5% | +46.2% | +43.6% |
| 5Y | +264.7% | -39.5% | +304.2% | +296.6% |
| All | +191.6% | +118.7% | +72.9% | +94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling