+3.8%
EXC vs TRMB
-29.0%
+32.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.6% | -5.4% | +3.8% | -1.5% |
| 30D | -2.4% | -2.0% | -0.4% | -2.4% |
| 3M | -4.0% | +12.3% | -16.3% | -4.0% |
| 6M | -9.8% | -17.6% | +7.8% | -10.0% |
| YTD | +2.3% | -27.5% | +29.8% | +1.3% |
| 1Y | +3.8% | -29.1% | +32.9% | +3.0% |
| All | +3.8% | -29.0% | +32.8% | +3.0% |
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 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