+548.6%
XRT vs TRMB
+429.1%
+119.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +4.1% | -16.6% | +20.7% | +10.3% |
| 30D | +9.9% | -8.9% | +18.8% | +12.5% |
| 3M | +2.3% | -6.3% | +8.6% | +3.3% |
| 6M | +9.6% | -10.0% | +19.5% | +11.9% |
| YTD | +9.1% | -30.1% | +39.3% | +22.3% |
| 1Y | +16.2% | -31.3% | +47.5% | +31.0% |
| 3Y | +60.1% | +30.8% | +29.2% | +38.1% |
| 5Y | -0.5% | -35.9% | +35.5% | +11.4% |
| 10Y | +145.1% | +101.7% | +43.4% | +71.2% |
| All | +548.6% | +429.1% | +119.5% | +175.1% |
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