+835.0%
XLB vs TRMB
+4,344.3%
-3,509.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | -0.4% |
| 7D | -1.6% | +4.1% | -5.7% | -2.5% |
| 30D | +7.2% | -5.1% | +12.3% | +7.8% |
| 3M | 0.0% | -2.6% | +2.6% | -0.1% |
| 6M | +2.3% | -2.7% | +5.0% | +1.9% |
| YTD | +18.4% | -27.9% | +46.3% | +25.5% |
| 1Y | +23.3% | -29.0% | +52.4% | +31.0% |
| 3Y | +45.2% | +35.0% | +10.2% | +32.7% |
| 5Y | +31.0% | -33.9% | +64.9% | +37.5% |
| 10Y | +168.8% | +106.1% | +62.6% | +119.8% |
| All | +835.0% | +4,344.3% | -3,509.3% | +404.2% |
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