+30.8%
XLV vs TRMB
+12.4%
+18.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -3.6% | -3.0% | -0.5% | -3.1% |
| 30D | -1.8% | +2.3% | -4.2% | -2.2% |
| 3M | +7.8% | +15.3% | -7.5% | +5.2% |
| 6M | +9.1% | -14.7% | +23.8% | +11.5% |
| YTD | +7.7% | -26.4% | +34.1% | +12.6% |
| 1Y | +20.4% | -30.4% | +50.8% | +26.9% |
| 3Y | +30.8% | +13.5% | +17.2% | +27.2% |
| All | +30.8% | +12.4% | +18.3% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling