+53.0%
TRMB vs TXG
+16.0%
+36.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.5% | +1.8% | -4.3% | -2.9% |
| 30D | +1.5% | +32.0% | -30.5% | -4.7% |
| 3M | +6.8% | +87.0% | -80.2% | -8.1% |
| 6M | -14.9% | +180.1% | -195.0% | -33.7% |
| YTD | -24.1% | +284.1% | -308.2% | -45.3% |
| 1Y | -25.4% | +361.7% | -387.1% | -49.2% |
| 3Y | +8.0% | +15.9% | -7.9% | -6.9% |
| 5Y | -37.3% | -66.2% | +28.9% | -36.0% |
| All | +53.0% | +16.0% | +36.9% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling