+22.4%
XLP vs TRMB
-31.2%
+53.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | +2.3% | -16.6% | +18.9% | +2.4% |
| 30D | +9.1% | -8.9% | +18.0% | +8.7% |
| 3M | +7.9% | -6.3% | +14.2% | +7.2% |
| 6M | +9.6% | -10.0% | +19.6% | +8.3% |
| YTD | +19.4% | -30.1% | +49.6% | +17.9% |
| 1Y | +22.4% | -31.3% | +53.7% | +20.6% |
| All | +22.4% | -31.2% | +53.5% | +20.6% |
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