+554.0%
XYZ vs TRMB
+145.1%
+409.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.0% |
| 7D | +12.1% | -16.7% | +28.8% | +24.6% |
| 30D | +12.4% | -9.9% | +22.3% | +17.0% |
| 3M | +8.2% | -7.6% | +15.8% | +9.8% |
| 6M | +20.7% | -14.7% | +35.4% | +29.7% |
| YTD | +31.3% | -30.9% | +62.3% | +67.6% |
| 1Y | +20.5% | -31.3% | +51.9% | +53.7% |
| 3Y | +72.6% | +29.4% | +43.2% | +27.2% |
| 5Y | -64.0% | -37.4% | -26.6% | -49.7% |
| 10Y | +601.8% | +109.2% | +492.6% | +368.8% |
| All | +554.0% | +145.1% | +409.0% | +297.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling