+22.7%
XLP vs TRMB
-31.7%
+54.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.4% |
| 7D | +2.5% | +2.8% | -0.3% | +2.5% |
| 30D | +7.3% | -5.9% | +13.2% | +6.7% |
| 3M | +8.1% | -3.3% | +11.4% | +7.3% |
| 6M | +10.5% | +1.3% | +9.1% | +9.2% |
| YTD | +21.2% | -29.0% | +50.2% | +19.5% |
| 1Y | +22.7% | -27.8% | +50.5% | +20.8% |
| All | +22.7% | -31.7% | +54.4% | +20.8% |
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