+432.8%
XYL vs TRMB
+215.7%
+217.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -5.0% | -2.5% | -2.5% | -4.1% |
| 30D | -13.2% | +1.5% | -14.7% | -13.8% |
| 3M | -3.7% | +6.8% | -10.5% | -6.3% |
| 6M | -17.7% | -14.9% | -2.7% | -13.3% |
| YTD | -21.5% | -24.1% | +2.6% | -14.2% |
| 1Y | -24.5% | -25.4% | +0.9% | -17.2% |
| 3Y | +6.9% | +8.0% | -1.1% | -0.1% |
| 5Y | -18.1% | -37.3% | +19.2% | -8.7% |
| 10Y | +134.7% | +116.8% | +17.9% | +70.0% |
| All | +432.8% | +215.7% | +217.0% | +235.6% |
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