+77.6%
XOP vs TRMB
+437.7%
-360.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.1% |
| 7D | +6.3% | +2.8% | +3.5% | +5.0% |
| 30D | -6.6% | -5.9% | -0.7% | -4.8% |
| 3M | +3.6% | -3.3% | +6.9% | +3.9% |
| 6M | +10.8% | +1.3% | +9.4% | +7.3% |
| YTD | +48.3% | -29.0% | +77.2% | +67.5% |
| 1Y | +42.9% | -27.8% | +70.7% | +59.8% |
| 3Y | +43.3% | +36.3% | +7.0% | +14.6% |
| 5Y | +94.0% | -35.8% | +129.8% | +114.1% |
| 10Y | +53.7% | +103.1% | -49.3% | -7.2% |
| All | +77.6% | +437.7% | -360.1% | -45.4% |
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