+4,271.7%
XOM vs TRMB
+3,381.2%
+890.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.6% |
| 7D | +1.8% | -2.5% | +4.3% | +2.0% |
| 30D | +5.9% | +1.5% | +4.3% | +5.6% |
| 3M | +5.6% | +6.8% | -1.2% | +4.7% |
| 6M | +7.9% | -14.9% | +22.8% | +9.2% |
| YTD | +35.2% | -24.1% | +59.3% | +38.2% |
| 1Y | +46.0% | -25.4% | +71.4% | +49.2% |
| 3Y | +55.0% | +8.0% | +47.0% | +51.7% |
| 5Y | +246.3% | -37.3% | +283.6% | +253.8% |
| 10Y | +181.0% | +116.8% | +64.2% | +155.2% |
| All | +4,271.7% | +3,381.2% | +890.5% | +3,297.6% |
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