+101.4%
EXE vs TRMB
-39.0%
+140.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.1% |
| 7D | -2.7% | -2.9% | +0.2% | -2.1% |
| 30D | -0.4% | -1.8% | +1.4% | 0.0% |
| 3M | +9.5% | +8.4% | +1.1% | +6.9% |
| 6M | -9.3% | -18.5% | +9.2% | -5.2% |
| YTD | -10.9% | -26.7% | +15.8% | -4.5% |
| 1Y | +4.3% | -28.3% | +32.6% | +12.0% |
| 3Y | +18.8% | +12.6% | +6.2% | +10.0% |
| 5Y | +101.4% | -38.7% | +140.1% | +101.5% |
| All | +101.4% | -39.0% | +140.4% | +101.5% |
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 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