+561.3%
XLP vs TRMB
+4,120.9%
-3,559.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.7% |
| 7D | +3.5% | -17.9% | +21.4% | +4.9% |
| 30D | +11.6% | -12.0% | +23.5% | +12.4% |
| 3M | +7.6% | -8.4% | +16.1% | +8.1% |
| 6M | +10.0% | -21.5% | +31.6% | +11.7% |
| YTD | +19.7% | -31.5% | +51.3% | +22.7% |
| 1Y | +23.5% | -33.4% | +56.9% | +26.7% |
| 3Y | +44.0% | +26.5% | +17.5% | +39.6% |
| 5Y | +42.7% | -37.9% | +80.6% | +44.9% |
| 10Y | +131.3% | +107.3% | +24.0% | +113.4% |
| All | +561.3% | +4,120.9% | -3,559.6% | +435.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling