-38.7%
TRMB vs EXEL
+194.6%
-233.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.5% | -2.6% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | -1.8% | +10.1% | -11.9% | -3.7% |
| 3M | +8.4% | +10.1% | -1.7% | +6.2% |
| 6M | -18.5% | +37.7% | -56.2% | -24.2% |
| YTD | -26.7% | +33.1% | -59.8% | -31.5% |
| 1Y | -28.3% | +52.4% | -80.7% | -35.3% |
| 3Y | +12.6% | +163.8% | -151.2% | -15.3% |
| 5Y | -38.7% | +198.5% | -237.2% | -59.1% |
| All | -38.7% | +194.6% | -233.3% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling