+102.9%
XLP vs TRMB
+114.9%
-12.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -1.4% | -0.3% | -1.2% | -1.4% |
| 30D | -1.3% | -1.2% | -0.1% | -1.1% |
| 3M | +1.8% | +9.6% | -7.8% | +0.2% |
| 6M | -0.8% | -16.1% | +15.3% | +1.6% |
| YTD | +9.5% | -25.0% | +34.5% | +14.0% |
| 1Y | +7.2% | -27.7% | +34.9% | +12.0% |
| 3Y | +27.1% | +15.3% | +11.8% | +20.2% |
| 5Y | +32.0% | -37.4% | +69.4% | +37.1% |
| 10Y | +102.9% | +117.5% | -14.6% | +61.5% |
| All | +102.9% | +114.9% | -12.0% | +61.5% |
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