+640.9%
XLU vs TRMB
+4,416.7%
-3,775.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -1.0% |
| 7D | +0.6% | -2.9% | +3.5% | +0.9% |
| 30D | -0.4% | -1.8% | +1.3% | -0.3% |
| 3M | -1.7% | +8.4% | -10.1% | -2.6% |
| 6M | -7.1% | -18.5% | +11.4% | -5.5% |
| YTD | +1.9% | -26.7% | +28.7% | +4.6% |
| 1Y | +6.1% | -28.3% | +34.4% | +9.0% |
| 3Y | +48.8% | +12.6% | +36.2% | +45.2% |
| 5Y | +43.8% | -38.7% | +82.5% | +47.1% |
| 10Y | +143.2% | +120.8% | +22.4% | +119.0% |
| All | +640.9% | +4,416.7% | -3,775.8% | +468.9% |
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