+116.7%
TRMB vs SPXS
-99.6%
+216.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +0.4% |
| 7D | -3.0% | +2.5% | -5.5% | -2.0% |
| 30D | +2.3% | +4.2% | -1.9% | +4.3% |
| 3M | +15.3% | -9.3% | +24.6% | +11.4% |
| 6M | -14.7% | -30.7% | +16.0% | -25.5% |
| YTD | -26.4% | -28.1% | +1.7% | -34.2% |
| 1Y | -30.4% | -35.1% | +4.7% | -39.6% |
| 3Y | +13.5% | -79.6% | +93.1% | -30.5% |
| 5Y | -38.6% | -86.3% | +47.7% | -60.4% |
| All | +116.7% | -99.6% | +216.2% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling