+106.1%
TRMB vs EXEL
+354.7%
-248.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +4.1% | -2.8% | +6.9% | +4.7% |
| 30D | -5.1% | +18.2% | -23.2% | -8.6% |
| 3M | -2.6% | +37.7% | -40.3% | -9.5% |
| 6M | -2.7% | +42.2% | -44.9% | -10.6% |
| YTD | -27.9% | +61.3% | -89.2% | -36.1% |
| 1Y | -29.0% | +64.5% | -93.5% | -37.4% |
| 3Y | +35.0% | +236.7% | -201.7% | -3.3% |
| 5Y | -33.9% | +296.3% | -330.2% | -55.3% |
| 10Y | +106.1% | +331.1% | -225.0% | +31.7% |
| All | +106.1% | +354.7% | -248.5% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling