+30.1%
XYZ vs TRMB
-29.0%
+59.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.7% |
| 7D | -2.2% | +4.1% | -6.3% | -3.2% |
| 30D | +11.6% | -5.1% | +16.6% | +8.2% |
| 3M | +8.4% | -2.6% | +11.0% | +3.3% |
| 6M | +17.2% | -2.7% | +19.8% | +11.7% |
| YTD | +31.7% | -27.9% | +59.6% | +45.2% |
| 1Y | +30.1% | -29.0% | +59.1% | +43.0% |
| All | +30.1% | -29.0% | +59.0% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling