-31.5%
XYL vs TRMB
-31.2%
-0.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -17.3% | +22.3% | +7.8% |
| 7D | +14.5% | -15.7% | +30.2% | +17.0% |
| 30D | -1.3% | -7.8% | +6.4% | -1.9% |
| 3M | -17.0% | -9.3% | -7.7% | -17.0% |
| 6M | -11.3% | -20.8% | +9.5% | -10.1% |
| YTD | -25.0% | -30.8% | +5.8% | -22.0% |
| 1Y | -31.5% | -31.0% | -0.6% | -28.8% |
| All | -31.5% | -31.2% | -0.3% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling