+98.9%
TRMB vs EXPD
+334.2%
-235.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | -0.4% |
| 7D | -17.0% | -5.5% | -11.5% | -14.2% |
| 30D | -9.0% | -1.9% | -7.1% | -7.8% |
| 3M | -8.1% | +6.1% | -14.2% | -11.1% |
| 6M | -10.1% | +21.6% | -31.7% | -19.5% |
| YTD | -30.2% | +27.9% | -58.1% | -40.5% |
| 1Y | -30.7% | +39.4% | -70.1% | -43.9% |
| 3Y | +32.6% | +72.7% | -40.0% | -8.8% |
| 5Y | -38.1% | +60.3% | -98.5% | -56.2% |
| 10Y | +98.9% | +332.6% | -233.7% | -21.9% |
| All | +98.9% | +334.2% | -235.2% | -21.9% |
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