+725.4%
TRMB vs EXR
+3,114.4%
-2,389.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.8% |
| 7D | -17.0% | +2.7% | -19.6% | -18.2% |
| 30D | -9.0% | +18.9% | -27.9% | -16.0% |
| 3M | -8.1% | +8.4% | -16.5% | -11.6% |
| 6M | -10.1% | +14.3% | -24.4% | -15.6% |
| YTD | -30.2% | +27.2% | -57.5% | -37.9% |
| 1Y | -30.7% | +25.9% | -56.6% | -38.1% |
| 3Y | +32.6% | +54.6% | -22.0% | +5.1% |
| 5Y | -38.1% | -0.6% | -37.5% | -41.1% |
| 10Y | +98.9% | +208.5% | -109.6% | +8.7% |
| All | +725.4% | +3,114.4% | -2,389.0% | +39.1% |
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