-1.7%
XLC vs TRMB
-31.7%
+30.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +3.7% | +2.8% | +0.9% | +3.4% |
| 30D | -1.9% | -5.9% | +3.9% | -2.6% |
| 3M | -3.1% | -3.3% | +0.2% | -4.5% |
| 6M | -6.4% | +1.3% | -7.7% | -8.6% |
| YTD | -6.8% | -29.0% | +22.2% | -3.2% |
| 1Y | -1.7% | -27.8% | +26.1% | +1.4% |
| All | -1.7% | -31.7% | +30.0% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling