+1,651.3%
TRMB vs EXEL
+273.2%
+1,378.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -2.5% | +8.4% | -10.9% | -4.1% |
| 30D | +1.5% | +4.1% | -2.6% | +0.6% |
| 3M | +6.8% | +12.4% | -5.7% | +4.1% |
| 6M | -14.9% | +41.5% | -56.5% | -21.2% |
| YTD | -24.1% | +34.6% | -58.7% | -29.1% |
| 1Y | -25.4% | +57.9% | -83.3% | -32.7% |
| 3Y | +8.0% | +159.5% | -151.5% | -13.9% |
| 5Y | -37.3% | +198.5% | -235.8% | -52.0% |
| 10Y | +116.8% | +411.4% | -294.5% | +36.9% |
| All | +1,651.3% | +273.2% | +1,378.1% | +416.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling