+113.6%
TRMB vs EXEL
+386.3%
-272.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.6% |
| 7D | -5.4% | -2.9% | -2.5% | -4.8% |
| 30D | -2.0% | +11.9% | -13.9% | -4.4% |
| 3M | +12.3% | +9.2% | +3.1% | +9.9% |
| 6M | -17.6% | +39.1% | -56.7% | -24.1% |
| YTD | -27.5% | +31.0% | -58.5% | -32.4% |
| 1Y | -29.1% | +52.3% | -81.4% | -36.4% |
| 3Y | +11.5% | +159.7% | -148.3% | -14.5% |
| 5Y | -39.5% | +187.7% | -227.2% | -55.5% |
| All | +113.6% | +386.3% | -272.7% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXEL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling