+44.0%
XLP vs TRMB
+29.6%
+14.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | +0.1% | -17.0% | +17.0% | +0.9% |
| 30D | +8.9% | -9.0% | +17.9% | +9.1% |
| 3M | +7.5% | -8.1% | +15.6% | +7.5% |
| 6M | +9.4% | -10.1% | +19.5% | +9.4% |
| YTD | +19.3% | -30.2% | +49.5% | +21.2% |
| 1Y | +21.7% | -30.7% | +52.4% | +23.7% |
| 3Y | +44.0% | +32.6% | +11.3% | +34.2% |
| All | +44.0% | +29.6% | +14.3% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling