+147.8%
XEL vs TRMB
+121.9%
+26.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -0.3% | -3.0% | +2.8% | +0.1% |
| 30D | -3.9% | +2.3% | -6.3% | -4.3% |
| 3M | -2.8% | +15.3% | -18.1% | -4.6% |
| 6M | -5.4% | -14.7% | +9.3% | -3.8% |
| YTD | +3.8% | -26.4% | +30.2% | +7.3% |
| 1Y | +6.8% | -30.4% | +37.2% | +11.1% |
| 3Y | +45.6% | +13.5% | +32.1% | +39.8% |
| 5Y | +30.7% | -38.6% | +69.3% | +34.3% |
| All | +147.8% | +121.9% | +26.0% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling