+551.0%
XRT vs TRMB
+428.4%
+122.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.3% |
| 7D | +2.5% | -17.0% | +19.4% | +8.8% |
| 30D | +10.3% | -9.0% | +19.3% | +13.0% |
| 3M | +2.4% | -8.1% | +10.5% | +4.2% |
| 6M | +10.0% | -10.1% | +20.0% | +12.4% |
| YTD | +9.5% | -30.2% | +39.8% | +22.9% |
| 1Y | +17.2% | -30.7% | +47.9% | +31.6% |
| 3Y | +62.0% | +32.6% | +29.4% | +39.0% |
| 5Y | -2.1% | -38.1% | +36.0% | +11.0% |
| 10Y | +152.6% | +98.9% | +53.6% | +77.2% |
| All | +551.0% | +428.4% | +122.6% | +176.3% |
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