+148.7%
XLK vs TRMB
-39.0%
+187.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.6% |
| 7D | +0.2% | -3.0% | +3.3% | +1.7% |
| 30D | -0.6% | +2.3% | -3.0% | -1.9% |
| 3M | +2.6% | +15.3% | -12.8% | -5.5% |
| 6M | +34.0% | -14.7% | +48.7% | +43.0% |
| YTD | +30.7% | -26.4% | +57.1% | +49.8% |
| 1Y | +39.2% | -30.4% | +69.6% | +63.7% |
| 3Y | +120.4% | +13.5% | +106.9% | +94.4% |
| All | +148.7% | -39.0% | +187.7% | +207.7% |
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 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