+13.0%
TRMB vs TXG
+41.0%
-28.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.8% |
| 7D | -2.9% | +9.1% | -12.0% | -4.3% |
| 30D | -1.8% | +14.9% | -16.7% | -4.1% |
| 3M | +8.4% | +120.0% | -111.6% | -6.2% |
| 6M | -18.5% | +221.8% | -240.3% | -34.8% |
| YTD | -26.7% | +312.6% | -339.3% | -44.4% |
| 1Y | -28.3% | +398.4% | -426.7% | -48.2% |
| All | +13.0% | +41.0% | -28.0% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling