+26.9%
XLV vs TRMB
-24.7%
+51.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +0.2% | -2.5% | +2.7% | +0.5% |
| 30D | +4.4% | +1.5% | +2.9% | +4.1% |
| 3M | +13.2% | +6.8% | +6.5% | +11.8% |
| 6M | +10.1% | -14.9% | +25.0% | +11.6% |
| YTD | +11.7% | -24.1% | +35.8% | +15.2% |
| 1Y | +26.9% | -25.4% | +52.3% | +30.9% |
| All | +26.9% | -24.7% | +51.6% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling