-36.3%
TRMB vs TXG
-65.2%
+28.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +2.8% | -1.8% | +4.7% | +3.1% |
| 30D | -5.9% | -20.4% | +14.5% | -2.8% |
| 3M | -3.3% | +0.1% | -3.4% | -6.3% |
| 6M | +1.3% | +176.2% | -174.8% | -23.1% |
| YTD | -29.0% | +256.8% | -285.8% | -50.1% |
| 1Y | -27.8% | +255.9% | -283.7% | -49.5% |
| 3Y | +36.3% | +60.2% | -23.9% | +5.7% |
| All | -36.3% | -65.2% | +28.9% | -29.0% |
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