-29.0%
TRMB vs EXPD
+40.0%
-69.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +2.5% |
| 7D | +4.1% | -1.6% | +5.7% | +4.4% |
| 30D | -5.1% | +0.6% | -5.7% | -4.7% |
| 3M | -2.6% | +9.8% | -12.4% | -3.6% |
| 6M | -2.7% | +25.8% | -28.4% | -5.9% |
| YTD | -27.9% | +31.3% | -59.2% | -34.2% |
| 1Y | -29.0% | +40.9% | -70.0% | -38.3% |
| All | -29.0% | +40.0% | -69.1% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling