+160.8%
EXC vs TRMB
+113.5%
+47.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.1% |
| 7D | +0.3% | -2.9% | +3.2% | +0.9% |
| 30D | -0.9% | -1.8% | +0.9% | -0.6% |
| 3M | -2.7% | +8.4% | -11.1% | -4.5% |
| 6M | -9.4% | -18.5% | +9.1% | -6.1% |
| YTD | +3.0% | -26.7% | +29.8% | +8.8% |
| 1Y | +5.1% | -28.3% | +33.4% | +11.2% |
| 3Y | +20.6% | +12.6% | +8.0% | +11.8% |
| 5Y | +45.7% | -38.7% | +84.4% | +54.6% |
| 10Y | +160.8% | +120.8% | +40.1% | +84.0% |
| All | +160.8% | +113.5% | +47.3% | +84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling