-7.4%
ABT vs TRMB
-36.0%
+28.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -1.3% | +2.8% | -4.1% | -1.8% |
| 30D | +6.0% | -5.9% | +11.9% | +6.3% |
| 3M | -1.9% | -3.3% | +1.4% | -2.3% |
| 6M | +31.2% | +1.3% | +29.8% | +29.0% |
| YTD | -11.2% | -29.0% | +17.8% | -6.2% |
| 1Y | -14.0% | -27.8% | +13.8% | -9.5% |
| 3Y | +20.7% | +36.3% | -15.6% | +3.2% |
| All | -7.4% | -36.0% | +28.6% | -2.9% |
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