+374.0%
XYL vs TRMB
+196.4%
+177.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.7% |
| 7D | -6.0% | +4.1% | -10.1% | -7.4% |
| 30D | -8.3% | -7.0% | -1.3% | -7.1% |
| 3M | -22.6% | -0.9% | -21.7% | -23.4% |
| 6M | -15.0% | -1.2% | -13.8% | -16.1% |
| YTD | -30.2% | -28.7% | -1.4% | -22.9% |
| 1Y | -36.4% | -32.1% | -4.3% | -28.6% |
| 3Y | -0.9% | +33.4% | -34.3% | -15.0% |
| 5Y | -23.4% | -35.6% | +12.2% | -16.3% |
| 10Y | +100.9% | +103.8% | -2.8% | +47.0% |
| All | +374.0% | +196.4% | +177.6% | +201.4% |
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