+108.1%
XLRE vs TRMB
+235.2%
-127.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.5% |
| 7D | -1.2% | -3.0% | +1.9% | -0.3% |
| 30D | -2.4% | +2.3% | -4.7% | -3.1% |
| 3M | -2.5% | +15.3% | -17.8% | -6.5% |
| 6M | +4.0% | -14.7% | +18.7% | +7.8% |
| YTD | +9.3% | -26.4% | +35.7% | +17.7% |
| 1Y | +5.6% | -30.4% | +36.0% | +15.2% |
| 3Y | +31.3% | +13.5% | +17.8% | +21.4% |
| 5Y | +9.5% | -38.6% | +48.1% | +17.4% |
| 10Y | +89.0% | +121.8% | -32.8% | +45.5% |
| All | +108.1% | +235.2% | -127.1% | +56.7% |
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