-31.0%
TRMB vs TXG
+406.9%
-437.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.4% | -20.7% | -17.5% |
| 7D | -15.7% | -19.3% | +3.6% | -14.6% |
| 30D | -7.8% | -30.9% | +23.2% | -5.8% |
| 3M | -9.3% | +41.1% | -50.4% | -14.0% |
| 6M | -20.8% | +211.9% | -232.7% | -33.3% |
| YTD | -30.8% | +314.0% | -344.7% | -44.3% |
| 1Y | -31.0% | +405.4% | -436.4% | -45.8% |
| All | -31.0% | +406.9% | -437.9% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling