+43.4%
XLK vs TRMB
-24.7%
+68.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.9% |
| 7D | +0.9% | -2.5% | +3.4% | +1.4% |
| 30D | +0.7% | +1.5% | -0.8% | +0.4% |
| 3M | -2.9% | +6.8% | -9.7% | -4.1% |
| 6M | +34.3% | -14.9% | +49.2% | +42.7% |
| YTD | +30.4% | -24.1% | +54.5% | +44.4% |
| 1Y | +43.4% | -25.4% | +68.8% | +59.4% |
| All | +43.4% | -24.7% | +68.0% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling