+3,002.1%
TRMB vs EXPD
+30,870.6%
-27,868.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.3% | +0.3% |
| 7D | -17.9% | -4.8% | -13.1% | -16.5% |
| 30D | -12.0% | -1.5% | -10.5% | -11.4% |
| 3M | -8.4% | +4.1% | -12.5% | -9.6% |
| 6M | -21.5% | +24.0% | -45.6% | -26.8% |
| YTD | -31.5% | +27.4% | -58.9% | -37.3% |
| 1Y | -33.4% | +38.4% | -71.8% | -40.6% |
| 3Y | +26.5% | +73.2% | -46.7% | +3.9% |
| 5Y | -37.9% | +59.9% | -97.8% | -47.7% |
| 10Y | +107.3% | +319.9% | -212.6% | +31.8% |
| All | +3,002.1% | +30,870.6% | -27,868.5% | +1,129.3% |
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 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