+167.1%
XME vs TRMB
+437.7%
-270.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.4% |
| 7D | +0.3% | +2.8% | -2.5% | -1.1% |
| 30D | -6.1% | -5.9% | -0.3% | -4.5% |
| 3M | -18.6% | -3.3% | -15.3% | -18.6% |
| 6M | -23.9% | +1.3% | -25.2% | -26.5% |
| YTD | -9.3% | -29.0% | +19.6% | +4.1% |
| 1Y | +1.8% | -27.8% | +29.5% | +15.8% |
| 3Y | +93.0% | +36.3% | +56.7% | +53.5% |
| 5Y | +107.0% | -35.8% | +142.8% | +136.0% |
| 10Y | +266.9% | +103.1% | +163.9% | +106.4% |
| All | +167.1% | +437.7% | -270.6% | -35.5% |
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 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