+0.3%
XRT vs TRMB
-37.2%
+37.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | +0.8% | -2.5% | +3.3% | +2.1% |
| 30D | -4.2% | +1.5% | -5.7% | -5.1% |
| 3M | +5.1% | +6.8% | -1.7% | +1.0% |
| 6M | +2.4% | -14.9% | +17.4% | +10.1% |
| YTD | +3.2% | -24.1% | +27.3% | +17.2% |
| 1Y | +1.5% | -25.4% | +26.9% | +15.9% |
| 3Y | +40.6% | +8.0% | +32.6% | +26.2% |
| All | +0.3% | -37.2% | +37.5% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling