+16.8%
XYL vs TRMB
+14.6%
+2.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.1% | +3.3% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | -9.2% | -1.2% | -8.0% | -8.9% |
| 3M | -0.3% | +9.6% | -9.9% | -3.4% |
| 6M | -11.0% | -16.1% | +5.2% | -6.5% |
| YTD | -19.2% | -25.0% | +5.8% | -12.2% |
| 1Y | -21.2% | -27.7% | +6.5% | -13.6% |
| All | +16.8% | +14.6% | +2.2% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling