+726.4%
TRMB vs EXR
+3,090.1%
-2,363.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -16.6% | +1.7% | -18.3% | -17.4% |
| 30D | -8.9% | +18.0% | -26.9% | -15.6% |
| 3M | -6.3% | +9.7% | -16.0% | -10.4% |
| 6M | -10.0% | +13.4% | -23.4% | -15.2% |
| YTD | -30.1% | +26.3% | -56.4% | -37.6% |
| 1Y | -31.3% | +27.6% | -58.9% | -39.0% |
| 3Y | +30.8% | +52.2% | -21.3% | +4.4% |
| 5Y | -35.9% | -1.1% | -34.9% | -38.8% |
| 10Y | +101.7% | +216.8% | -115.1% | +8.9% |
| All | +726.4% | +3,090.1% | -2,363.7% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling