+109.8%
AAPL vs TRMB
-39.0%
+148.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | +0.7% |
| 7D | -3.0% | -2.9% | -0.1% | -1.8% |
| 30D | +2.3% | -1.8% | +4.1% | +2.9% |
| 3M | +8.6% | +8.4% | +0.2% | +4.6% |
| 6M | +21.6% | -18.5% | +40.1% | +30.9% |
| YTD | +16.3% | -26.7% | +43.0% | +30.4% |
| 1Y | +35.1% | -28.3% | +63.4% | +52.0% |
| 3Y | +79.4% | +12.6% | +66.8% | +58.0% |
| 5Y | +109.8% | -38.7% | +148.5% | +151.9% |
| All | +109.8% | -39.0% | +148.8% | +151.9% |
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