+3,339.2%
TRMB vs EXPD
+30,859.1%
-27,519.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -2.5% | -1.1% | -1.4% | -2.2% |
| 30D | +1.5% | +4.1% | -2.6% | +0.2% |
| 3M | +6.8% | +17.9% | -11.1% | +1.1% |
| 6M | -14.9% | +29.2% | -44.2% | -22.0% |
| YTD | -24.1% | +27.4% | -51.5% | -30.5% |
| 1Y | -25.4% | +56.8% | -82.2% | -36.3% |
| 3Y | +8.0% | +68.0% | -60.0% | -10.5% |
| 5Y | -37.3% | +61.9% | -99.2% | -47.5% |
| 10Y | +116.8% | +316.0% | -199.2% | +38.0% |
| All | +3,339.2% | +30,859.1% | -27,519.9% | +1,261.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling