+47.1%
ADP vs TRMB
+34.0%
+13.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +2.2% | +2.8% | -0.7% | +1.5% |
| 30D | +10.6% | -5.9% | +16.4% | +11.0% |
| 3M | +12.9% | -3.3% | +16.2% | +12.4% |
| 6M | +50.6% | +1.3% | +49.3% | +47.7% |
| YTD | +23.2% | -29.0% | +52.2% | +31.5% |
| 1Y | +25.3% | -27.8% | +53.0% | +33.0% |
| 3Y | +47.1% | +36.3% | +10.8% | +36.5% |
| All | +47.1% | +34.0% | +13.1% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling