+80.3%
EXE vs TRMB
-36.0%
+116.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +5.3% | +2.8% | +2.5% | +4.7% |
| 30D | -2.2% | -5.9% | +3.7% | -1.4% |
| 3M | -5.9% | -3.3% | -2.6% | -5.8% |
| 6M | -5.7% | +1.3% | -7.1% | -7.0% |
| YTD | -17.8% | -29.0% | +11.2% | -11.8% |
| 1Y | -23.1% | -27.8% | +4.6% | -18.0% |
| 3Y | +21.2% | +36.3% | -15.1% | +5.9% |
| All | +80.3% | -36.0% | +116.3% | +91.4% |
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