-37.1%
TRMB vs EXPD
+61.6%
-98.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.5% |
| 7D | -2.5% | -1.1% | -1.4% | -2.0% |
| 30D | +1.5% | +4.1% | -2.6% | -0.5% |
| 3M | +6.8% | +17.9% | -11.1% | -1.5% |
| 6M | -14.9% | +29.2% | -44.2% | -25.3% |
| YTD | -24.1% | +27.4% | -51.5% | -33.8% |
| 1Y | -25.4% | +56.8% | -82.2% | -42.3% |
| 3Y | +8.0% | +68.0% | -60.0% | -22.2% |
| All | -37.1% | +61.6% | -98.7% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling