+422.3%
XLF vs TRMB
+4,579.6%
-4,157.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.5% |
| 7D | 0.0% | -2.5% | +2.5% | +0.7% |
| 30D | +0.2% | +1.5% | -1.3% | -0.3% |
| 3M | +11.7% | +6.8% | +4.9% | +9.4% |
| 6M | +13.8% | -14.9% | +28.7% | +17.9% |
| YTD | +7.0% | -24.1% | +31.1% | +14.0% |
| 1Y | +9.1% | -25.4% | +34.5% | +16.5% |
| 3Y | +75.6% | +8.0% | +67.6% | +68.0% |
| 5Y | +66.4% | -37.3% | +103.7% | +79.8% |
| 10Y | +250.3% | +116.8% | +133.5% | +172.6% |
| All | +422.3% | +4,579.6% | -4,157.3% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling