-39.8%
TRMB vs EXPD
+59.2%
-99.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.3% | +1.0% |
| 7D | -17.9% | -4.8% | -13.1% | -15.7% |
| 30D | -12.0% | -1.5% | -10.5% | -11.1% |
| 3M | -8.4% | +4.1% | -12.5% | -10.1% |
| 6M | -21.5% | +24.0% | -45.6% | -29.5% |
| YTD | -31.5% | +27.4% | -58.9% | -40.5% |
| 1Y | -33.4% | +38.4% | -71.8% | -44.7% |
| 3Y | +26.5% | +73.2% | -46.7% | -11.7% |
| All | -39.8% | +59.2% | -99.0% | -58.1% |
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