-31.0%
TRMB vs SPXS
-30.2%
-0.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.9% | -12.4% | -18.7% |
| 7D | -15.7% | +2.2% | -17.9% | -15.0% |
| 30D | -7.8% | +3.8% | -11.5% | -6.3% |
| 3M | -9.3% | +3.3% | -12.6% | -7.7% |
| 6M | -20.8% | -16.7% | -4.1% | -25.5% |
| YTD | -30.8% | -28.5% | -2.2% | -38.0% |
| 1Y | -31.0% | -30.4% | -0.5% | -38.5% |
| All | -31.0% | -30.2% | -0.8% | -38.5% |
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