+62.9%
XLC vs TRMB
+32.5%
+30.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +6.2% | -16.6% | +22.8% | +10.2% |
| 30D | -2.4% | -8.9% | +6.5% | -1.3% |
| 3M | -3.3% | -6.3% | +3.0% | -3.2% |
| 6M | -7.3% | -10.0% | +2.6% | -6.4% |
| YTD | -7.6% | -30.1% | +22.5% | +0.3% |
| 1Y | -3.7% | -31.3% | +27.6% | +4.9% |
| 3Y | +62.9% | +30.8% | +32.1% | +48.6% |
| All | +62.9% | +32.5% | +30.4% | +48.6% |
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