+96.0%
TRMB vs EXR
+215.7%
-119.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.9% |
| 7D | +4.1% | -1.2% | +5.3% | +4.6% |
| 30D | -7.0% | +18.3% | -25.3% | -13.2% |
| 3M | -0.9% | +9.1% | -10.0% | -4.5% |
| 6M | -1.2% | +11.7% | -13.0% | -5.8% |
| YTD | -28.7% | +25.7% | -54.4% | -35.4% |
| 1Y | -32.1% | +24.9% | -57.0% | -38.3% |
| 3Y | +33.4% | +51.4% | -18.0% | +8.7% |
| 5Y | -35.6% | -1.9% | -33.7% | -38.0% |
| All | +96.0% | +215.7% | -119.7% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling