+128.8%
XLP vs TRMB
+105.8%
+23.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | +0.1% | -17.0% | +17.0% | +2.5% |
| 30D | +8.9% | -9.0% | +17.9% | +10.0% |
| 3M | +7.5% | -8.1% | +15.6% | +8.2% |
| 6M | +9.4% | -10.1% | +19.5% | +10.3% |
| YTD | +19.3% | -30.2% | +49.5% | +24.8% |
| 1Y | +21.7% | -30.7% | +52.4% | +27.4% |
| 3Y | +44.0% | +32.6% | +11.3% | +31.9% |
| 5Y | +42.8% | -38.1% | +80.9% | +47.6% |
| 10Y | +128.8% | +98.9% | +29.9% | +89.1% |
| All | +128.8% | +105.8% | +23.0% | +89.1% |
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 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