+248.8%
XLF vs TRMB
+121.9%
+127.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.1% |
| 7D | -1.5% | -3.0% | +1.6% | -0.3% |
| 30D | -1.2% | +2.3% | -3.5% | -2.2% |
| 3M | +9.2% | +15.3% | -6.1% | +2.6% |
| 6M | +16.3% | -14.7% | +31.0% | +22.6% |
| YTD | +5.4% | -26.4% | +31.8% | +17.5% |
| 1Y | +7.6% | -30.4% | +38.0% | +22.2% |
| 3Y | +74.2% | +13.5% | +60.7% | +57.5% |
| 5Y | +66.1% | -38.6% | +104.7% | +88.7% |
| All | +248.8% | +121.9% | +127.0% | +119.5% |
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