+28.4%
XLY vs TRMB
-39.0%
+67.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.2% |
| 7D | -1.7% | -3.0% | +1.3% | -0.3% |
| 30D | -4.2% | +2.3% | -6.5% | -5.4% |
| 3M | -2.7% | +15.3% | -18.0% | -9.7% |
| 6M | -0.6% | -14.7% | +14.1% | +6.0% |
| YTD | -5.0% | -26.4% | +21.4% | +8.5% |
| 1Y | -4.1% | -30.4% | +26.3% | +12.2% |
| 3Y | +33.6% | +13.5% | +20.1% | +17.5% |
| All | +28.4% | -39.0% | +67.4% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling