+135.9%
XLU vs TRMB
+121.9%
+14.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -1.6% | -3.0% | +1.4% | -1.1% |
| 30D | -3.3% | +2.3% | -5.6% | -3.7% |
| 3M | -3.2% | +15.3% | -18.5% | -5.7% |
| 6M | -7.0% | -14.7% | +7.7% | -4.9% |
| YTD | +0.6% | -26.4% | +27.0% | +5.3% |
| 1Y | +2.4% | -30.4% | +32.8% | +8.0% |
| 3Y | +46.3% | +13.5% | +32.7% | +39.0% |
| 5Y | +44.0% | -38.6% | +82.5% | +49.9% |
| All | +135.9% | +121.9% | +14.0% | +92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling