+1,096.1%
XLY vs TRMB
+4,372.7%
-3,276.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | -3.9% | -5.4% | +1.6% | -2.6% |
| 30D | -6.1% | -2.0% | -4.1% | -5.7% |
| 3M | -1.2% | +12.3% | -13.5% | -3.9% |
| 6M | -1.8% | -17.6% | +15.8% | +2.1% |
| YTD | -5.9% | -27.5% | +21.6% | +0.5% |
| 1Y | -3.1% | -29.1% | +26.0% | +3.9% |
| 3Y | +36.0% | +11.5% | +24.5% | +30.8% |
| 5Y | +27.6% | -39.5% | +67.0% | +39.0% |
| 10Y | +216.8% | +118.6% | +98.2% | +164.1% |
| All | +1,096.1% | +4,372.7% | -3,276.6% | +546.5% |
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