+101.7%
TRMB vs EXPD
+329.8%
-228.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -16.6% | -7.4% | -9.2% | -12.8% |
| 30D | -8.9% | -2.1% | -6.8% | -7.6% |
| 3M | -6.3% | +5.7% | -12.0% | -9.1% |
| 6M | -10.0% | +21.4% | -31.3% | -19.3% |
| YTD | -30.1% | +27.6% | -57.7% | -40.4% |
| 1Y | -31.3% | +36.1% | -67.4% | -43.6% |
| 3Y | +30.8% | +69.9% | -39.1% | -9.2% |
| 5Y | -35.9% | +59.7% | -95.6% | -54.6% |
| 10Y | +101.7% | +323.0% | -221.3% | -21.4% |
| All | +101.7% | +329.8% | -228.1% | -21.4% |
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