+95.4%
TRMB vs EXPD
+335.0%
-239.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +2.8% | +5.5% | -2.7% | -0.1% |
| 30D | -5.9% | -0.8% | -5.0% | -5.2% |
| 3M | -3.3% | +4.1% | -7.4% | -5.3% |
| 6M | +1.3% | +25.7% | -24.3% | -10.9% |
| YTD | -29.0% | +31.4% | -60.4% | -40.4% |
| 1Y | -27.8% | +42.2% | -69.9% | -42.1% |
| 3Y | +36.3% | +77.2% | -40.9% | -7.6% |
| 5Y | -35.8% | +61.0% | -96.8% | -54.6% |
| All | +95.4% | +335.0% | -239.6% | -21.5% |
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