+75.9%
XOP vs TRMB
+439.6%
-363.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | +5.2% | +4.1% | +1.1% | +3.2% |
| 30D | -8.4% | -7.0% | -1.4% | -6.0% |
| 3M | +2.9% | -0.9% | +3.9% | +2.1% |
| 6M | +8.8% | -1.2% | +10.0% | +6.7% |
| YTD | +46.9% | -28.7% | +75.6% | +65.7% |
| 1Y | +41.5% | -32.1% | +73.6% | +62.8% |
| 3Y | +43.1% | +33.4% | +9.7% | +15.6% |
| 5Y | +92.2% | -35.6% | +127.8% | +111.8% |
| 10Y | +52.3% | +103.8% | -51.4% | -8.2% |
| All | +75.9% | +439.6% | -363.6% | -46.0% |
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