-1.2%
TRMB vs EXEL
+39.7%
-40.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.1% |
| 7D | +4.1% | +1.6% | +2.4% | +4.0% |
| 30D | -7.0% | +17.4% | -24.3% | -7.9% |
| 3M | -0.9% | +38.6% | -39.5% | -3.2% |
| 6M | -1.2% | +41.2% | -42.4% | -0.6% |
| All | -1.2% | +39.7% | -40.9% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling