+46.0%
XME vs TRMB
-24.7%
+70.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.4% |
| 7D | -0.1% | -2.5% | +2.4% | +0.5% |
| 30D | +6.0% | +1.5% | +4.5% | +5.6% |
| 3M | -7.7% | +6.8% | -14.5% | -8.6% |
| 6M | +1.0% | -14.9% | +15.9% | +7.1% |
| YTD | +14.6% | -24.1% | +38.7% | +28.8% |
| 1Y | +46.0% | -25.4% | +71.3% | +64.5% |
| All | +46.0% | -24.7% | +70.6% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling