+82.5%
XOP vs TRMB
+474.7%
-392.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +2.6% | -2.5% | +5.1% | +3.7% |
| 30D | +15.4% | +1.5% | +13.9% | +14.3% |
| 3M | +12.1% | +6.8% | +5.3% | +7.3% |
| 6M | +19.7% | -14.9% | +34.6% | +26.4% |
| YTD | +52.4% | -24.1% | +76.5% | +68.7% |
| 1Y | +47.6% | -25.4% | +72.9% | +63.5% |
| 3Y | +34.4% | +8.0% | +26.4% | +20.5% |
| 5Y | +154.4% | -37.3% | +191.7% | +187.0% |
| 10Y | +54.7% | +116.8% | -62.1% | -8.6% |
| All | +82.5% | +474.7% | -392.2% | -45.0% |
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