+253.9%
XLI vs TRMB
+121.9%
+132.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.5% |
| 7D | -1.7% | -3.0% | +1.4% | -0.5% |
| 30D | -7.3% | +2.3% | -9.6% | -8.2% |
| 3M | -1.3% | +15.3% | -16.7% | -7.2% |
| 6M | +2.2% | -14.7% | +16.9% | +7.4% |
| YTD | +11.7% | -26.4% | +38.1% | +23.7% |
| 1Y | +14.3% | -30.4% | +44.7% | +28.9% |
| 3Y | +70.3% | +13.5% | +56.8% | +54.6% |
| 5Y | +82.3% | -38.6% | +120.9% | +105.5% |
| All | +253.9% | +121.9% | +132.0% | +133.7% |
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