+279.0%
ADP vs TRMB
+113.5%
+165.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | -5.7% | -2.9% | -2.8% | -4.6% |
| 30D | -3.1% | -1.8% | -1.3% | -2.5% |
| 3M | +15.6% | +8.4% | +7.2% | +12.1% |
| 6M | +20.8% | -18.5% | +39.3% | +29.3% |
| YTD | +4.7% | -26.7% | +31.5% | +16.3% |
| 1Y | -8.3% | -28.3% | +20.0% | +2.1% |
| 3Y | +13.6% | +12.6% | +1.0% | +3.5% |
| 5Y | +45.0% | -38.7% | +83.7% | +62.5% |
| 10Y | +279.0% | +120.8% | +158.2% | +161.8% |
| All | +279.0% | +113.5% | +165.4% | +161.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling