+34.0%
XLB vs TRMB
+14.6%
+19.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -0.2% | -0.3% | 0.0% | -0.2% |
| 30D | -1.7% | -1.2% | -0.5% | -1.5% |
| 3M | +4.4% | +9.6% | -5.3% | +1.4% |
| 6M | +5.0% | -16.1% | +21.2% | +9.7% |
| YTD | +15.5% | -25.0% | +40.4% | +24.6% |
| 1Y | +14.9% | -27.7% | +42.6% | +25.1% |
| All | +34.0% | +14.6% | +19.3% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling