+543.0%
XYZ vs TRMB
+142.9%
+400.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.2% |
| 7D | +9.2% | -17.9% | +27.1% | +22.8% |
| 30D | +9.8% | -12.0% | +21.8% | +16.5% |
| 3M | -0.2% | -8.4% | +8.2% | +2.1% |
| 6M | +18.0% | -21.5% | +39.5% | +35.4% |
| YTD | +29.1% | -31.5% | +60.7% | +65.9% |
| 1Y | +14.1% | -33.4% | +47.5% | +49.3% |
| 3Y | +72.6% | +26.5% | +46.2% | +29.6% |
| 5Y | -64.6% | -37.9% | -26.7% | -50.2% |
| 10Y | +590.0% | +107.3% | +482.6% | +364.0% |
| All | +543.0% | +142.9% | +400.1% | +293.5% |
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