+562.7%
XLP vs TRMB
+4,344.3%
-3,781.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.2% |
| 7D | -0.5% | +4.1% | -4.6% | -0.8% |
| 30D | +8.3% | -5.1% | +13.4% | +8.5% |
| 3M | +8.7% | -2.6% | +11.3% | +8.6% |
| 6M | +11.2% | -2.7% | +13.9% | +11.0% |
| YTD | +20.0% | -27.9% | +47.9% | +22.5% |
| 1Y | +21.3% | -29.0% | +50.4% | +23.9% |
| 3Y | +43.8% | +35.0% | +8.9% | +38.7% |
| 5Y | +43.3% | -33.9% | +77.2% | +44.9% |
| 10Y | +136.8% | +106.1% | +30.6% | +118.3% |
| All | +562.7% | +4,344.3% | -3,781.6% | +434.7% |
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