+43.8%
EXC vs TRMB
-38.3%
+82.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.0% |
| 7D | -1.2% | -16.7% | +15.5% | +0.4% |
| 30D | +10.0% | -9.9% | +19.9% | +10.8% |
| 3M | +1.6% | -7.6% | +9.2% | +2.0% |
| 6M | +3.3% | -14.7% | +17.9% | +4.4% |
| YTD | +7.6% | -30.9% | +38.5% | +11.2% |
| 1Y | +3.5% | -31.3% | +34.8% | +7.0% |
| 3Y | +27.7% | +29.4% | -1.8% | +16.3% |
| All | +43.8% | -38.3% | +82.1% | +47.3% |
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