+43.8%
XLP vs TRMB
-38.8%
+82.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.6% |
| 7D | +3.5% | -17.9% | +21.4% | +5.6% |
| 30D | +11.6% | -12.0% | +23.5% | +12.8% |
| 3M | +7.6% | -8.4% | +16.1% | +8.2% |
| 6M | +10.0% | -21.5% | +31.6% | +12.6% |
| YTD | +19.7% | -31.5% | +51.3% | +24.6% |
| 1Y | +23.5% | -33.4% | +56.9% | +28.8% |
| 3Y | +44.0% | +26.5% | +17.5% | +32.4% |
| All | +43.8% | -38.8% | +82.6% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling