-68.9%
XYZ vs TRMB
-37.2%
-31.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | +0.3% |
| 7D | -1.0% | -2.5% | +1.6% | +1.6% |
| 30D | -1.7% | +1.5% | -3.2% | -3.4% |
| 3M | +16.7% | +6.8% | +10.0% | +8.1% |
| 6M | +26.9% | -14.9% | +41.8% | +47.0% |
| YTD | +27.1% | -24.1% | +51.2% | +64.5% |
| 1Y | +9.3% | -25.4% | +34.6% | +42.3% |
| 3Y | +42.3% | +8.0% | +34.3% | +16.8% |
| All | -68.9% | -37.2% | -31.7% | -47.6% |
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