+62.0%
XRT vs TRMB
+29.6%
+32.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.3% |
| 7D | +2.5% | -17.0% | +19.4% | +8.2% |
| 30D | +10.3% | -9.0% | +19.3% | +12.1% |
| 3M | +2.4% | -8.1% | +10.5% | +3.3% |
| 6M | +10.0% | -10.1% | +20.0% | +11.7% |
| YTD | +9.5% | -30.2% | +39.8% | +23.9% |
| 1Y | +17.2% | -30.7% | +47.9% | +32.6% |
| 3Y | +62.0% | +32.6% | +29.4% | +17.9% |
| All | +62.0% | +29.6% | +32.3% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling