+18.7%
TRMB vs BOXX
+18.5%
+0.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.2% |
| 7D | -3.0% | +0.1% | -3.1% | -3.3% |
| 30D | +2.3% | +0.3% | +2.0% | +0.7% |
| 3M | +15.3% | +1.0% | +14.3% | +9.1% |
| 6M | -14.7% | +1.9% | -16.6% | -22.1% |
| YTD | -26.4% | +2.7% | -29.1% | -34.9% |
| 1Y | -30.4% | +4.0% | -34.4% | -41.4% |
| 3Y | +13.5% | +14.7% | -1.1% | -19.6% |
| All | +18.7% | +18.5% | +0.3% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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