+607.8%
TRMB vs SPXS
-100.0%
+707.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -0.5% |
| 7D | -0.3% | -1.5% | +1.3% | -0.9% |
| 30D | -1.2% | +3.7% | -4.9% | +0.5% |
| 3M | +9.6% | -9.6% | +19.2% | +5.7% |
| 6M | -16.1% | -32.4% | +16.3% | -27.7% |
| YTD | -25.0% | -28.7% | +3.7% | -33.3% |
| 1Y | -27.7% | -38.1% | +10.4% | -38.7% |
| 3Y | +15.3% | -80.1% | +95.4% | -30.8% |
| 5Y | -37.4% | -85.9% | +48.5% | -59.4% |
| 10Y | +117.5% | -99.5% | +217.0% | -46.2% |
| All | +607.8% | -100.0% | +707.8% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling