+20.7%
EXE vs TRMB
+13.0%
+7.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | +6.4% | -1.2% | +7.6% | +6.6% |
| 3M | +9.2% | +9.6% | -0.4% | +7.1% |
| 6M | -7.0% | -16.1% | +9.1% | -3.8% |
| YTD | -9.5% | -25.0% | +15.5% | -4.2% |
| 1Y | +6.2% | -27.7% | +33.9% | +13.1% |
| 3Y | +20.7% | +15.3% | +5.4% | +12.5% |
| All | +20.7% | +13.0% | +7.7% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling