+6.1%
XYZ vs TRMB
-27.7%
+33.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.5% |
| 7D | +2.9% | -0.3% | +3.1% | +3.1% |
| 30D | +1.4% | -1.2% | +2.6% | +2.2% |
| 3M | +14.6% | +9.6% | +5.0% | +7.5% |
| 6M | +20.8% | -16.1% | +36.9% | +35.4% |
| YTD | +23.1% | -25.0% | +48.0% | +45.7% |
| All | +6.1% | -27.7% | +33.8% | +26.2% |
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