+65.0%
XLF vs TRMB
-39.6%
+104.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | 0.0% |
| 7D | -2.9% | -5.4% | +2.5% | -1.0% |
| 30D | -1.6% | -2.0% | +0.4% | -1.1% |
| 3M | +9.3% | +12.3% | -3.1% | +4.3% |
| 6M | +14.6% | -17.6% | +32.2% | +21.7% |
| YTD | +4.7% | -27.5% | +32.2% | +16.2% |
| 1Y | +8.6% | -29.1% | +37.7% | +21.1% |
| 3Y | +73.9% | +11.5% | +62.4% | +60.9% |
| 5Y | +65.0% | -39.5% | +104.5% | +84.0% |
| All | +65.0% | -39.6% | +104.6% | +84.0% |
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