+513.3%
XRT vs TRMB
+474.7%
+38.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +0.8% | -2.5% | +3.3% | +1.8% |
| 30D | -4.2% | +1.5% | -5.7% | -4.9% |
| 3M | +5.1% | +6.8% | -1.7% | +1.9% |
| 6M | +2.4% | -14.9% | +17.4% | +8.2% |
| YTD | +3.2% | -24.1% | +27.3% | +13.6% |
| 1Y | +1.5% | -25.4% | +26.9% | +12.3% |
| 3Y | +40.6% | +8.0% | +32.6% | +31.7% |
| 5Y | -1.0% | -37.3% | +36.3% | +12.9% |
| 10Y | +128.4% | +116.8% | +11.6% | +57.0% |
| All | +513.3% | +474.7% | +38.6% | +155.4% |
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