-64.7%
XYZ vs TRMB
-35.8%
-28.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.0% |
| 7D | -2.1% | +4.1% | -6.2% | -5.5% |
| 30D | +7.0% | -7.0% | +14.0% | +8.3% |
| 3M | +5.1% | -0.9% | +6.0% | -0.6% |
| 6M | +14.1% | -1.2% | +15.3% | +6.9% |
| YTD | +26.4% | -28.7% | +55.1% | +63.3% |
| 1Y | +25.1% | -32.1% | +57.1% | +68.8% |
| 3Y | +59.7% | +33.4% | +26.3% | -4.3% |
| All | -64.7% | -35.8% | -28.9% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling