+570.0%
TRMB vs SPXS
-100.0%
+670.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | +0.2% |
| 7D | +2.8% | -7.5% | +10.3% | -0.4% |
| 30D | -5.9% | +5.3% | -11.2% | -3.6% |
| 3M | -3.3% | +9.7% | -13.0% | +1.2% |
| 6M | +1.3% | -4.6% | +5.9% | +0.8% |
| YTD | -29.0% | -25.8% | -3.2% | -35.5% |
| 1Y | -27.8% | -28.8% | +1.0% | -35.2% |
| 3Y | +36.3% | -80.2% | +116.5% | -18.6% |
| 5Y | -35.8% | -83.2% | +47.4% | -55.3% |
| 10Y | +103.1% | -99.5% | +202.6% | -49.1% |
| All | +570.0% | -100.0% | +670.0% | -69.2% |
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