+1,117.4%
XLI vs TRMB
+4,579.6%
-3,462.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | -1.1% | -2.5% | +1.5% | -0.5% |
| 30D | -5.9% | +1.5% | -7.5% | -6.4% |
| 3M | -0.3% | +6.8% | -7.0% | -2.1% |
| 6M | +0.1% | -14.9% | +15.1% | +3.2% |
| YTD | +13.6% | -24.1% | +37.7% | +19.8% |
| 1Y | +17.2% | -25.4% | +42.6% | +23.9% |
| 3Y | +68.2% | +8.0% | +60.2% | +62.0% |
| 5Y | +80.7% | -37.3% | +118.0% | +93.0% |
| 10Y | +253.3% | +116.8% | +136.5% | +186.2% |
| All | +1,117.4% | +4,579.6% | -3,462.2% | +515.0% |
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 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