+638.0%
XYZ vs TRMB
+105.8%
+532.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +2.7% |
| 7D | +14.9% | -17.0% | +31.8% | +28.6% |
| 30D | +14.7% | -9.0% | +23.7% | +18.6% |
| 3M | +12.1% | -8.1% | +20.2% | +14.5% |
| 6M | +18.3% | -10.1% | +28.4% | +22.0% |
| YTD | +36.1% | -30.2% | +66.3% | +73.9% |
| 1Y | +35.3% | -30.7% | +66.0% | +72.9% |
| 3Y | +73.5% | +32.6% | +40.9% | +22.0% |
| 5Y | -61.6% | -38.1% | -23.5% | -45.2% |
| 10Y | +638.0% | +98.9% | +539.1% | +339.4% |
| All | +638.0% | +105.8% | +532.2% | +339.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling