+106.1%
TRMB vs EXPD
+337.7%
-231.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +1.6% |
| 7D | +4.1% | -1.6% | +5.7% | +4.9% |
| 30D | -5.1% | +0.6% | -5.7% | -5.1% |
| 3M | -2.6% | +9.8% | -12.4% | -7.4% |
| 6M | -2.7% | +25.8% | -28.4% | -14.5% |
| YTD | -27.9% | +31.3% | -59.2% | -39.4% |
| 1Y | -29.0% | +40.9% | -70.0% | -42.8% |
| 3Y | +35.0% | +74.7% | -39.8% | -7.7% |
| 5Y | -33.9% | +62.9% | -96.8% | -53.6% |
| 10Y | +106.1% | +334.3% | -228.2% | -20.6% |
| All | +106.1% | +337.7% | -231.6% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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