+141.3%
XLC vs TRMB
+67.2%
+74.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -1.7% | -5.4% | +3.8% | +0.4% |
| 30D | +0.2% | -2.0% | +2.2% | +0.8% |
| 3M | +0.7% | +12.3% | -11.6% | -4.0% |
| 6M | -4.5% | -17.6% | +13.2% | +1.8% |
| YTD | -4.7% | -27.5% | +22.7% | +6.2% |
| 1Y | -1.5% | -29.1% | +27.6% | +10.3% |
| 3Y | +72.2% | +11.5% | +60.7% | +56.2% |
| 5Y | +39.3% | -39.5% | +78.8% | +57.2% |
| All | +141.3% | +67.2% | +74.1% | +79.3% |
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