+833.6%
XLB vs TRMB
+4,202.7%
-3,369.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.7% |
| 7D | -1.4% | -17.0% | +15.6% | +2.2% |
| 30D | +7.1% | -9.0% | +16.1% | +8.7% |
| 3M | +0.6% | -8.1% | +8.7% | +1.8% |
| 6M | +3.5% | -10.1% | +13.5% | +4.9% |
| YTD | +18.2% | -30.2% | +48.4% | +26.2% |
| 1Y | +25.6% | -30.7% | +56.3% | +34.1% |
| 3Y | +46.7% | +32.6% | +14.0% | +34.6% |
| 5Y | +30.9% | -38.1% | +69.0% | +39.4% |
| 10Y | +167.7% | +98.9% | +68.8% | +120.6% |
| All | +833.6% | +4,202.7% | -3,369.1% | +407.0% |
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