+36.3%
TRMB vs SPXS
-80.3%
+116.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | +0.2% |
| 7D | +2.8% | -7.5% | +10.3% | -0.1% |
| 30D | -5.9% | +5.3% | -11.2% | -3.6% |
| 3M | -3.3% | +9.7% | -13.0% | +1.1% |
| 6M | +1.3% | -4.6% | +5.9% | +0.9% |
| YTD | -29.0% | -25.8% | -3.2% | -35.8% |
| 1Y | -27.8% | -28.8% | +1.0% | -35.6% |
| 3Y | +36.3% | -80.2% | +116.5% | -23.1% |
| All | +36.3% | -80.3% | +116.6% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling