+178.5%
EXE vs TRMB
-20.7%
+199.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.9% |
| 7D | -0.3% | -2.5% | +2.3% | +0.3% |
| 30D | +8.5% | +1.5% | +6.9% | +8.0% |
| 3M | +5.5% | +6.8% | -1.3% | +3.4% |
| 6M | -5.9% | -14.9% | +9.0% | -2.6% |
| YTD | -9.7% | -24.1% | +14.4% | -4.1% |
| 1Y | +3.6% | -25.4% | +29.0% | +10.1% |
| 3Y | +18.0% | +8.0% | +10.0% | +11.0% |
| 5Y | +109.4% | -37.3% | +146.7% | +117.8% |
| All | +178.5% | -20.7% | +199.2% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling