+37.8%
XLC vs TRMB
-37.5%
+75.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +0.6% | -0.3% | +0.8% | +0.7% |
| 30D | +0.2% | -1.2% | +1.5% | +0.6% |
| 3M | +0.6% | +9.6% | -9.0% | -3.2% |
| 6M | -4.5% | -16.1% | +11.6% | +1.3% |
| YTD | -4.7% | -25.0% | +20.3% | +5.2% |
| 1Y | -1.7% | -27.7% | +26.0% | +9.8% |
| 3Y | +72.3% | +15.3% | +57.0% | +52.2% |
| 5Y | +37.8% | -37.4% | +75.2% | +55.2% |
| All | +37.8% | -37.5% | +75.3% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling