+81.6%
XLF vs TRMB
+34.0%
+47.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +2.7% | +2.8% | -0.2% | +1.8% |
| 30D | +7.6% | -5.9% | +13.5% | +8.0% |
| 3M | +1.1% | -3.3% | +4.4% | +0.3% |
| 6M | +15.9% | +1.3% | +14.5% | +12.7% |
| YTD | +8.4% | -29.0% | +37.4% | +19.4% |
| 1Y | +12.5% | -27.8% | +40.3% | +22.8% |
| 3Y | +81.6% | +36.3% | +45.2% | +60.2% |
| All | +81.6% | +34.0% | +47.6% | +60.2% |
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 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