+533.2%
XYZ vs TRMB
+169.3%
+363.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | +0.1% |
| 7D | -1.0% | -2.5% | +1.6% | +1.2% |
| 30D | -1.7% | +1.5% | -3.2% | -3.1% |
| 3M | +16.7% | +6.8% | +10.0% | +9.6% |
| 6M | +26.9% | -14.9% | +41.8% | +43.5% |
| YTD | +27.1% | -24.1% | +51.2% | +57.5% |
| 1Y | +9.3% | -25.4% | +34.6% | +36.5% |
| 3Y | +42.3% | +8.0% | +34.3% | +26.5% |
| 5Y | -69.3% | -37.3% | -32.0% | -55.5% |
| 10Y | +586.8% | +116.8% | +470.0% | +354.3% |
| All | +533.2% | +169.3% | +363.9% | +273.7% |
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