+47.8%
ADP vs TRMB
+27.3%
+20.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +3.2% | -16.7% | +19.9% | +7.3% |
| 30D | +14.9% | -9.9% | +24.8% | +16.7% |
| 3M | +11.6% | -7.6% | +19.2% | +12.4% |
| 6M | +48.5% | -14.7% | +63.1% | +51.9% |
| YTD | +20.6% | -30.9% | +51.5% | +29.5% |
| 1Y | +23.7% | -31.3% | +55.0% | +32.8% |
| 3Y | +47.8% | +29.4% | +18.4% | +40.7% |
| All | +47.8% | +27.3% | +20.4% | +40.7% |
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 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