+54.8%
XOP vs TRMB
+118.7%
-63.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | +1.6% | -5.4% | +7.1% | +4.2% |
| 30D | +9.6% | -2.0% | +11.6% | +10.3% |
| 3M | +16.9% | +12.3% | +4.6% | +9.3% |
| 6M | +24.0% | -17.6% | +41.6% | +33.2% |
| YTD | +56.2% | -27.5% | +83.7% | +77.2% |
| 1Y | +51.8% | -29.1% | +80.9% | +73.0% |
| 3Y | +37.0% | +11.5% | +25.5% | +19.4% |
| 5Y | +163.4% | -39.5% | +202.8% | +208.3% |
| All | +54.8% | +118.7% | -63.9% | -12.7% |
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