+1,477.5%
XLK vs TRMB
+4,525.3%
-3,047.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | -0.1% | -1.2% | +1.2% | +0.2% |
| 3M | +2.1% | +9.6% | -7.5% | -1.1% |
| 6M | +37.2% | -16.1% | +53.3% | +42.9% |
| YTD | +30.8% | -25.0% | +55.8% | +40.3% |
| 1Y | +42.6% | -27.7% | +70.3% | +54.4% |
| 3Y | +121.8% | +15.3% | +106.5% | +108.7% |
| 5Y | +145.7% | -37.4% | +183.1% | +171.2% |
| 10Y | +782.1% | +117.5% | +664.6% | +591.4% |
| All | +1,477.5% | +4,525.3% | -3,047.8% | +456.1% |
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