+164.2%
XLB vs TRMB
+102.3%
+61.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.5% | +2.8% | -2.3% | -0.5% |
| 30D | +5.2% | -5.9% | +11.0% | +6.2% |
| 3M | +0.3% | -3.3% | +3.6% | +0.1% |
| 6M | +1.2% | +1.3% | -0.2% | -1.3% |
| YTD | +16.6% | -29.0% | +45.6% | +29.1% |
| 1Y | +21.4% | -27.8% | +49.2% | +33.4% |
| 3Y | +43.2% | +36.3% | +6.9% | +19.6% |
| 5Y | +28.0% | -35.8% | +63.9% | +39.4% |
| All | +164.2% | +102.3% | +61.8% | +86.6% |
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 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