+402.6%
XME vs TRMB
+121.9%
+280.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.7% |
| 7D | -4.2% | -3.0% | -1.2% | -2.8% |
| 30D | -2.7% | +2.3% | -5.0% | -4.0% |
| 3M | -3.9% | +15.3% | -19.2% | -11.3% |
| 6M | -1.0% | -14.7% | +13.7% | +5.3% |
| YTD | +9.8% | -26.4% | +36.2% | +24.8% |
| 1Y | +32.5% | -30.4% | +63.0% | +54.7% |
| 3Y | +124.3% | +13.5% | +110.8% | +99.8% |
| 5Y | +165.8% | -38.6% | +204.4% | +211.6% |
| All | +402.6% | +121.9% | +280.8% | +179.4% |
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