+621.5%
XYZ vs TRMB
+109.2%
+512.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -2.4% |
| 7D | -2.2% | +4.1% | -6.3% | -5.4% |
| 30D | +11.6% | -5.1% | +16.6% | +11.3% |
| 3M | +8.4% | -2.6% | +11.0% | +5.3% |
| 6M | +17.2% | -2.7% | +19.8% | +12.9% |
| YTD | +31.7% | -27.9% | +59.6% | +63.8% |
| 1Y | +30.1% | -29.0% | +59.1% | +63.0% |
| 3Y | +66.4% | +35.0% | +31.5% | +15.5% |
| 5Y | -62.2% | -33.9% | -28.3% | -48.7% |
| 10Y | +621.5% | +106.1% | +515.4% | +322.3% |
| All | +621.5% | +109.2% | +512.4% | +322.3% |
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