+237.8%
XME vs TRMB
+474.7%
-237.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.8% |
| 7D | -0.1% | -2.5% | +2.4% | +1.2% |
| 30D | +6.0% | +1.5% | +4.5% | +4.9% |
| 3M | -7.7% | +6.8% | -14.5% | -11.9% |
| 6M | +1.0% | -14.9% | +15.9% | +7.9% |
| YTD | +14.6% | -24.1% | +38.7% | +29.1% |
| 1Y | +46.0% | -25.4% | +71.3% | +65.6% |
| 3Y | +127.0% | +8.0% | +119.0% | +105.4% |
| 5Y | +175.8% | -37.3% | +213.1% | +222.9% |
| 10Y | +414.6% | +116.8% | +297.8% | +184.3% |
| All | +237.8% | +474.7% | -237.0% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling