-39.5%
TRMB vs SPXS
-85.4%
+45.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -0.1% |
| 7D | -5.4% | +6.4% | -11.8% | -2.7% |
| 30D | -2.0% | +6.0% | -8.0% | +0.9% |
| 3M | +12.3% | -11.6% | +24.0% | +6.8% |
| 6M | -17.6% | -28.7% | +11.1% | -28.1% |
| YTD | -27.5% | -26.3% | -1.2% | -35.1% |
| 1Y | -29.1% | -34.9% | +5.8% | -39.3% |
| 3Y | +11.5% | -79.5% | +91.0% | -35.4% |
| 5Y | -39.5% | -85.9% | +46.5% | -62.7% |
| All | -39.5% | -85.4% | +45.9% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling