-25.4%
TRMB vs SPXS
-40.2%
+14.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -0.6% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +1.5% | +0.8% | +0.7% | +2.0% |
| 3M | +6.8% | -4.7% | +11.5% | +6.4% |
| 6M | -14.9% | -29.6% | +14.7% | -25.4% |
| YTD | -24.1% | -29.8% | +5.7% | -32.9% |
| 1Y | -25.4% | -38.9% | +13.5% | -37.7% |
| All | -25.4% | -40.2% | +14.8% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling