-38.9%
TRMB vs TXG
-63.6%
+24.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.9% |
| 7D | -2.9% | +9.1% | -12.0% | -4.7% |
| 30D | -1.8% | +14.9% | -16.7% | -4.8% |
| 3M | +8.4% | +120.0% | -111.6% | -10.0% |
| 6M | -18.5% | +221.8% | -240.3% | -38.7% |
| YTD | -26.7% | +312.6% | -339.3% | -48.3% |
| 1Y | -28.3% | +398.4% | -426.7% | -52.4% |
| 3Y | +12.6% | +42.1% | -29.5% | -6.8% |
| All | -38.9% | -63.6% | +24.7% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling