-22.7%
XYL vs TRMB
-35.8%
+13.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.7% |
| 7D | -6.0% | +4.1% | -10.1% | -7.5% |
| 30D | -8.3% | -7.0% | -1.3% | -7.2% |
| 3M | -22.6% | -0.9% | -21.7% | -23.8% |
| 6M | -15.0% | -1.2% | -13.8% | -16.5% |
| YTD | -30.2% | -28.7% | -1.4% | -22.2% |
| 1Y | -36.4% | -32.1% | -4.3% | -27.8% |
| 3Y | -0.9% | +33.4% | -34.3% | -18.8% |
| All | -22.7% | -35.8% | +13.1% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling